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Duality between Time Series and Networks

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  • Andriana S L O Campanharo
  • M Irmak Sirer
  • R Dean Malmgren
  • Fernando M Ramos
  • Luís A Nunes Amaral

Abstract

Studying the interaction between a system's components and the temporal evolution of the system are two common ways to uncover and characterize its internal workings. Recently, several maps from a time series to a network have been proposed with the intent of using network metrics to characterize time series. Although these maps demonstrate that different time series result in networks with distinct topological properties, it remains unclear how these topological properties relate to the original time series. Here, we propose a map from a time series to a network with an approximate inverse operation, making it possible to use network statistics to characterize time series and time series statistics to characterize networks. As a proof of concept, we generate an ensemble of time series ranging from periodic to random and confirm that application of the proposed map retains much of the information encoded in the original time series (or networks) after application of the map (or its inverse). Our results suggest that network analysis can be used to distinguish different dynamic regimes in time series and, perhaps more importantly, time series analysis can provide a powerful set of tools that augment the traditional network analysis toolkit to quantify networks in new and useful ways.

Suggested Citation

  • Andriana S L O Campanharo & M Irmak Sirer & R Dean Malmgren & Fernando M Ramos & Luís A Nunes Amaral, 2011. "Duality between Time Series and Networks," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-13, August.
  • Handle: RePEc:plo:pone00:0023378
    DOI: 10.1371/journal.pone.0023378
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    Cited by:

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    10. Telesca, Luciano & Lovallo, Michele & Ramirez-Rojas, Alejandro & Flores-Marquez, Leticia, 2013. "Investigating the time dynamics of seismicity by using the visibility graph approach: Application to seismicity of Mexican subduction zone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6571-6577.
    11. Jamshid Ardalankia & Jafar Askari & Somaye Sheykhali & Emmanuel Haven & G. Reza Jafari, 2020. "Mapping Coupled Time-series Onto Complex Network," Papers 2004.13536, arXiv.org, revised Aug 2020.
    12. Baggio, Rodolfo, 2015. "Looking into the future of complex dynamic systems," MPRA Paper 65549, University Library of Munich, Germany.
    13. Baggio, Rodolfo & Sainaghi, Ruggero, 2016. "Mapping time series into networks as a tool to assess the complex dynamics of tourism systems," Tourism Management, Elsevier, vol. 54(C), pages 23-33.
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    15. Ahmadi, Negar & Pei, Yulong & Pechenizkiy, Mykola, 2019. "Effect of linear mixing in EEG on synchronization and complex network measures studied using the Kuramoto model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 289-308.
    16. Wang, Xiaoyan & Han, Xiujing & Chen, Zhangyao & Bi, Qinsheng & Guan, Shuguang & Zou, Yong, 2022. "Multi-scale transition network approaches for nonlinear time series analysis," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
    17. Mario L'opez P'erez & Ricardo Mansilla, 2021. "Ordinal Synchronization and Typical States in High-Frequency Digital Markets," Papers 2110.07047, arXiv.org, revised Mar 2022.
    18. Wang, Xiaoyan & Tang, Ming & Guan, Shuguang & Zou, Yong, 2023. "Quantifying time series complexity by multi-scale transition network approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
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    21. Ren, Weikai & Jin, Zhijun, 2023. "Phase space visibility graph," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).

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