Complex network from pseudoperiodic time series: topology versus dynamics

We construct complex networks from pseudoperiodic time series, with each cycle represented by a single node in the network. We investigate the statistical properties of these networks for various time series and find that time series with different dynamics exhibit distinct topological structures. Specifically, noisy periodic signals correspond to random networks, and chaotic time series generate networks that exhibit small world and scale free features. We show that this distinction in topological structure results from the hierarchy of unstable periodic orbits embedded in the chaotic attractor. Standard measures of structure in complex networks can therefore be applied to distinguish different dynamic regimes in time series. Application to human electrocardiograms shows that such statistical properties are able to differentiate between the sinus rhythm cardiograms of healthy volunteers and those of coronary care patients.     

Markov transition probability-based network from time series for characterizing experimental two-phase flow

We generate a directed weighted complex network by a method based on Markov transition probability to represent an experimental two-phase flow. We first systematically carry out gas-liquid two-phase flow experiments for measuring the time series of flow signals. Then we construct directed weighted complex networks from various time series in terms of a network generation method based on Markov transition probability. We find that the generated network inherits the main features of the time series in the network structure. In particular, the networks from time series with different dynamics exhibit distinct topological properties. Finally, we construct two-phase flow directed weighted networks from experimental signals and associate the dynamic behavior of gas-liquid two-phase flow with the topological statistics of the generated networks. The results suggest that the topological statistics of two-phase flow networks allow quantitative characterization of the dynamic flow behavior in the transitions among different gas-liquid flow patterns.     

Under what kind of parametric fluctuations is spatiotemporal regularity the most robust?

It was observed that the spatiotemporal chaos in lattices of coupled chaotic maps was suppressed to a spatiotemporal fixed point when some fractions of the regular coupling connections were replaced by random links. Here we investigate the effects of different kinds of parametric fluctuations on the robustness of this spatiotemporal fixed point regime. In particular we study the spatiotemporal dynamics of the network with noisy interaction parameters, namely fluctuating fraction of random links and fluctuating coupling strengths. We consider three types of fluctuations: (i) noisy in time, but homogeneous in space; (ii) noisy in space, but fixed in time; (iii) noisy in both space and time. We find that the effect of different kinds of parametric noise on the dynamics is quite distinct: quenched spatial fluctuations are the most detrimental to spatiotemporal regularity; spatiotemporal fluctuations yield phenomena similar to that observed when parameters are held constant at the mean value, and interestingly, spatiotemporal regularity is most robust under spatially uniform temporal fluctuations, which in fact yields a larger fixed point range than that obtained under constant mean-value parameters.     

Robust dynamical effects in traffic and chaotic maps on trees

In the dynamic processes on networks collective effects emerge due to the couplings between nodes, where the network structure may play an important role. Interaction along many network links in the nonlinear dynamics may lead to a kind of chaotic collective behavior. Here we study two types of well-defined diffusive dynamics on scale-free trees: traffic of packets as navigated random walks, and chaotic standard maps coupled along the network links. We show that in both cases robust collective dynamic effects appear, which can be measured statistically and related to non-ergodicity of the dynamics on the network. Specifically, we find universal features in the fluctuations of time series and appropriately defined return-time statistics.      

多元时间序列复杂网络流型动力学分析

针对气液两相流流动特性,利用有限元分析方法设计变曲率对壁式电导传感器.采用设计加工的传感器在多相流装置上进行气液两相流动态实验,并测得多组对应于不同流型的电导波动信号. 基于测量数据,采用多元时间序列复杂网络构建算法构建对应于不同流型的复杂网络.在此基础上, 对网络的社团特性进行了分析, 研究发现,不同的社团结构对应于不同的流型,而社团内部网络特征可有效刻画不同流型内在动力学特性.多元时间序列复杂网络分析可为两相流流型演化动力学特性研究及流型识别提供新理论、开拓新途经.     

Short-term forecasting of life-threatening cardiac arrhythmias based on symbolic dynamics and finite-time growth rates

Ventricular tachycardia or fibrillation (VT-VF) as fatal cardiac arrhythmias are the main factors triggering sudden cardiac death. The objective of this study is to find early signs of sustained VT-VF in patients with an implanted cardioverter-defibrillator (ICD). These devices are able to safeguard patients by returning their hearts to a normal rhythm via strong defibrillatory shocks; additionally, they store the 1000 beat-to-beat intervals immediately before the onset of a life-threatening arrhythmia. We study these 1000 beat-to-beat intervals of 17 chronic heart failure ICD patients before the onset of a life-threatening arrhythmia and at a control time, i.e., without a VT-VF event. To characterize these rather short data sets, we calculate heart rate variability parameters from the time and frequency domain, from symbolic dynamics as well as the finite-time growth rates. We find that neither the time nor the frequency domain parameters show significant differences between the VT-VF and the control time series. However, two parameters from symbolic dynamics as well as the finite-time growth rates discriminate significantly both groups. These findings could be of importance in algorithms for next generation ICD's to improve the diagnostics and therapy of VT-VF.     

Time series-based bifurcation diagram reconstruction

We consider the problem of reconstructing bifurcation diagrams (BDs) of maps using time series. This study goes along the same line of ideas presented by Tokunaga et al. [Physica D 79 (1994) 348] and Tokuda et al. [Physica D 95 (1996) 380]. The aim is to reconstruct the BD of a dynamical system without the knowledge of its functional form and its dependence on the parameters. Instead, time series at different parameter values, assumed to be available, are used. A three-layer fully-connected neural network is employed in the approximation of the map. The task of the network is to learn the dynamics of the system as function of the parameters from the available time series. We determine a class of maps for which one can always find a linear subspace in the weight space of the network where the network’s bifurcation structure is qualitatively the same as the bifurcation structure of the map. We discuss a scheme in locating this subspace using the time series. We further discuss how to recognize time series generated by this class of maps. Finally, we propose an algorithm in reconstructing the BDs of this class of maps using predictor functions obtained by neural network. This algorithm is flexible so that other classes of predictors, apart from neural networks, can be used in the reconstruction.     

Multiscale characterization of recurrence-based phase space networks constructed from time series

Recently, a framework for analyzing time series by constructing an associated complex network has attracted significant research interest. One of the advantages of the complex network method for studying time series is that complex network theory provides a tool to describe either important nodes, or structures that exist in the networks, at different topological scale. This can then provide distinct information for time series of different dynamical systems. In this paper, we systematically investigate the recurrence-based phase space network of order k that has previously been used to specify different types of dynamics in terms of the motif ranking from a different perspective. Globally, we find that the network size scales with different scale exponents and the degree distribution follows a quasi-symmetric bell shape around the value of 2k with different values of degree variance from periodic to chaotic Ro?ssler systems. Local network properties such as the vertex degree, the clustering coefficients and betweenness centrality are found to be sensitive to the local stability of the orbits and hence contain complementary information.     

Bistable sensors based on broken symmetry phenomena: The residence time difference vs. the second harmonic method

A periodically driven noisy bistable system can be used as a sensor of a dc target signal. In the presence of the dc signal the symmetry of the potential energy function that underpins the sensor dynamics can be broken, leading to even harmonics of the driving frequency in the power spectrum. Both the power of the second harmonic and the mean residence time difference can be used for an estimation of the dc signal. In this paper we introduce a method for the power spectrum estimation from the experimental time series. This method can be considered to be an alternative to methods based on the Fourier transform. The presented method is faster for computation than the Fast Fourier Transform, and it allow us to estimate the power contained in peaks (or features) without their mixture with the power spectrum background. Using this method we compute the power of the second harmonic in the response power spectrum and compare the accuracy of the second harmonic method and the mean residence time difference (RTD) via the Shannon mutual information. We find that the RTD, generally, yields better performance in bistable noisy sensors.     

Power law behavior related to mutual synchronization of chemically coupled map neurons

The widely represented network motif, constituting an inhibitory pair of bursting neurons, is modeled by chaotic Rulkov maps, coupled chemically via symmetrical synapses. By means of phase plane analysis, that involves analytically obtaining the curves guiding the motion of the phase point, we show how the neuron dynamics can be explained in terms of switches between the noninteracting and interacting map. The developed approach provides an insight into the observed time series, highlighting the mechanisms behind the regimes of collective dynamics, including those concerning the emergent phenomena of partial and common oscillation death, hyperpolarization of membrane potential and the prolonged quiescence. The interdependence between the chaotic neuron series takes the form of intermittent synchronization, where the entrainment of membrane potential variables occurs within the sequences of finite duration. The contribution from the overlap of certain block sequences embedding emergent phenomena gives rise to the sudden increase of the parameter characterizing synchronization. We find its onset to follow a power law, that holds with respect to the coupling strength and the stimulation current. It is established how different types of synaptic threshold behavior, controlled by the gain parameter, influence the values of the scaling exponents.     

Visibility graph analysis on quarterly macroeconomic series of China based on complex network theory

The visibility graph approach and complex network theory provide a new insight into time series analysis. The inheritance of the visibility graph from the original time series was further explored in the paper. We found that degree distributions of visibility graphs extracted from Pseudo Brownian Motion series obtained by the Frequency Domain algorithm exhibit exponential behaviors, in which the exponential exponent is a binomial function of the Hurst index inherited in the time series. Our simulations presented that the quantitative relations between the Hurst indexes and the exponents of degree distribution function are different for different series and the visibility graph inherits some important features of the original time series. Further, we convert some quarterly macroeconomic series including the growth rates of value-added of three industry series and the growth rates of Gross Domestic Product series of China to graphs by the visibility algorithm and explore the topological properties of graphs associated from the four macroeconomic series, namely, the degree distribution and correlations, the clustering coefficient, the average path length, and community structure. Based on complex network analysis we find degree distributions of associated networks from the growth rates of value-added of three industry series are almost exponential and the degree distributions of associated networks from the growth rates of GDP series are scale free. We also discussed the assortativity and disassortativity of the four associated networks as they are related to the evolutionary process of the original macroeconomic series. All the constructed networks have “small-world” features. The community structures of associated networks suggest dynamic changes of the original macroeconomic series. We also detected the relationship among government policy changes, community structures of associated networks and macroeconomic dynamics. We find great influences of government policies in China on the changes of dynamics of GDP and the three industries adjustment. The work in our paper provides a new way to understand the dynamics of economic development.     

Unbiased reconstruction of the dynamics underlying a noisy chaotic time series

Refined methods for the construction of a deterministic dynamical system which can consistently reproduce observed aperiodic data are discussed. The determination of the dynamics underlying a noisy chaotic time series suffers strongly from two systematic errors: One is a consequence of the so-called "error-in-variables problem." Standard least-squares fits implicitly assume that the independent variables are noise free and that the dependent variable is noisy. We show that due to the violation of this assumption one receives considerably wrong results for moderate noise levels. A straightforward modification of the cost function solves this problem. The second problem consists in a mutual inconsistency between the images of a point under the model dynamics and the corresponding observed values. For an improved fit we therefore introduce a multistep prediction error which exploits the information stored in the time series in a better way. The performance is demonstrated by several examples, including experimental data. (c) 1996 American Institute of Physics.     

Symbolic recurrence plots: A new quantitative framework for performance analysis of manufacturing networks

During the last years, the concept of recurrence plots has received considerable interest as a tool for analysing nonlinear and non-stationary time series. However, in the case of discrete-valued observables or variations on very different time scales, problems may occur in direct interpretations of the results of recurrence quantification analysis (RQA). As a potential solution, we suggest combining this approach with ideas from symbolic time series analysis, which allows an arbitrary static or dynamic coarse-graining of the dynamics that goes beyond recent recurrence plot based methods. As an illustrative application, we discuss how the resulting symbolic recurrence plots may be used for a quantitative investigation of the dynamics of discrete-valued inventory levels of cooperating firms in a manufacturing network. Based on discrete-event simulations, measures from traditional RQA are used to evaluate the performance of the individual firms under different production strategies as well as order policies. The results of our investigations are an important step towards an anticipative knowledge about the performance of manufacturing systems under different conditions, which is of major importance for the planning and control of both production and logistics.     

Temperature-dependent stochastic dynamics of the Huber-Braun neuron model

The response of a four-dimensional mammalian cold receptor model to different implementations of noise is studied across a wide temperature range. It is observed that for noisy activation kinetics, the parameter range decomposes into two regions in which the system reacts qualitatively completely different to small perturbations through noise, and these regions are separated by a homoclinic bifurcation. Noise implemented as an additional current yields a substantially different system response at low temperature values, while the response at high temperatures is comparable to activation-kinetic noise. We elucidate how this phenomenon can be understood in terms of state space dynamics and gives quantitative results on the statistics of interspike interval distributions across the relevant parameter range.     

Detection of pseudoperiodic patterns using partial acquisition of magnetic resonance images

Improving the resolution of magnetic resonance imaging (MRI), or, alternatively, reducing the acquisition time, can be quite beneficial for many applications. The main motivation of this work is the assumption that any information that is a priori available on the target image could be used to achieve this goal. In order to demonstrate this approach, we present a novel partial acquisition strategy and reconstruction algorithm, suitable for the special case of detection of pseudoperiodic patterns. Pseudoperiodic patterns are frequently encountered in the cerebral cortex due to its columnar functional organization (best exemplified by orientation columns and ocular dominance columns of the visual cortex). We present a new MRI research methodology, in which we seek an activity pattern, and a pattern-specific experiment is devised to detect it. Such specialized experiments extend the limits of conventional MRI experiments by substantially reducing the scan time. Using the fact that pseudoperiodic patterns are localized in the Fourier domain, we present an optimality criterion for partial acquisition of the MR signal and a strategy for obtaining the optimal discrete Fourier transform (DFT) coefficients. A by-product of this strategy is an optimal linear extrapolation estimate. We also present a nonlinear spectral extrapolation algorithm, based on projections onto convex sets (POCSs), used to perform the actual reconstruction. The proposed strategy was tested and analyzed on simulated signals and in MRI phantom experiments.     

Optimal Population Coding for Dynamic Input by Nonequilibrium Networks

The efficient coding hypothesis states that neural response should maximize its information about the external input. Theoretical studies focus on optimal response in single neuron and population code in networks with weak pairwise interactions. However, more biological settings with asymmetric connectivity and the encoding for dynamical stimuli have not been well-characterized. Here, we study the collective response in a kinetic Ising model that encodes the dynamic input. We apply gradient-based method and mean-field approximation to reconstruct networks given the neural code that encodes dynamic input patterns. We measure network asymmetry, decoding performance, and entropy production from networks that generate optimal population code. We analyze how stimulus correlation, time scale, and reliability of the network affect optimal encoding networks. Specifically, we find network dynamics altered by statistics of the dynamic input, identify stimulus encoding strategies, and show optimal effective temperature in the asymmetric networks. We further discuss how this approach connects to the Bayesian framework and continuous recurrent neural networks. Together, these results bridge concepts of nonequilibrium physics with the analyses of dynamics and coding in networks.     

Testing for intracycle determinism in pseudoperiodic time series

A determinism test is proposed based on the well-known method of the surrogate data. Assuming predictability to be a signature of determinism, the proposed method checks for intracycle (e.g., short-term) determinism in the pseudoperiodic time series for which standard methods of surrogate analysis do not apply. The approach presented is composed of two steps. First, the data are preprocessed to reduce the effects of seasonal and trend components. Second, standard tests of surrogate analysis can then be used. The determinism test is applied to simulated and experimental pseudoperiodic time series and the results show the applicability of the proposed test.     

Free-energy-based method for step size detection of processive molecular motors

We report a free-energy-based algorithm to estimate the step size of processive molecular motors from noisy, experimental time position traces. In our approach, the problem of estimating step sizes reduces to the evaluation of the free energy of directed lattice polymers in a random potential. The present approach is Bayesian in spirit as we do not aim to determine the most likely underlying time trace but rather to determine the step size and stepping frequency that are most likely to yield the observed data. We test this method on synthetic data for the simple case of noisy traces with fixed underlying step size and Poissonian stepping statistics. We find that the present scheme can work at signal-to-noise levels that are about 40% worse than those where the best existing step detection methods fail. More importantly, the present approach yields a much more accurate estimate of the step size. Although we focus on the case of non-reversing walks with a single step size, we show that we can detect if this assumption is violated. In principle, the method can be extended to more complex stepping scenarios but we find that for noisy data, multi-parameter fits are not reliable.     

Detecting subthreshold events in noisy data by symbolic dynamics

We show that a symmetric threshold crossing detector can be described by a symbolic dynamics of a static three-symbol encoding which is highly efficient to detect subthreshold events in noisy nonstationary data. After computing instantaneous word statistics and running cylinder entropies, we introduce a mean-field transformation of the three-symbol dynamics considered as a Potts-spin lattice onto a distribution of two symbols. This transformed word statistics enables one to derive an estimator of the signal-to-noise ratio (SNR). Subthreshold events are then proven by a prominent peak of the SNR estimator as a function of the noise intensity.     

Globally enumerating unstable periodic orbits for observed data using symbolic dynamics

The unstable periodic orbits of a chaotic system provide an important skeleton of the dynamics in a chaotic system, but they can be difficult to find from an observed time series. We present a global method for finding periodic orbits based on their symbolic dynamics, which is made possible by several recent methods to find good partitions for symbolic dynamics from observed time series. The symbolic dynamics are approximated by a Markov chain estimated from the sequence using information-theoretical concepts. The chain has a probabilistic graph representation, and the cycles of the graph may be exhaustively enumerated with a classical deterministic algorithm, providing a global, comprehensive list of symbolic names for its periodic orbits. Once the symbolic codes of the periodic orbits are found, the partition is used to localize the orbits back in the original state space. Using the periodic orbits found, we can estimate several quantities of the attractor such as the Lyapunov exponent and topological entropy.