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Complex network approach for recurrence analysis of time series
Authors:Norbert Marwan,Jonathan F. Donges,Yong Zou,Jü  rgen Kurths
Affiliation:a Potsdam Institute for Climate Impact Research, PO Box 601203, 14412 Potsdam, Germany
b Department of Physics, Humboldt University Berlin, Newtonstr. 15, 12489 Berlin, Germany
c Institute for Transport and Economics, Dresden University of Technology, Andreas-Schubert-Str. 23, 01062 Dresden, Germany
d Graduate School of Science, Osaka Prefecture University, 1-1 Gakuencho, Naka-ku, Sakai 599-8531, Japan
Abstract:We propose a novel approach for analysing time series using complex network theory. We identify the recurrence matrix (calculated from time series) with the adjacency matrix of a complex network and apply measures for the characterisation of complex networks to this recurrence matrix. By using the logistic map, we illustrate the potential of these complex network measures for the detection of dynamical transitions. Finally, we apply the proposed approach to a marine palaeo-climate record and identify the subtle changes to the climate regime.
Keywords:05.40.-a   05.45.-a   05.45.Tp   91.10.Vr   91.50.Jc
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