Detecting determinism in time series with complex networks constructed using a compression algorithm

Debora C. Correa; David M. Walker; Michael Small

doi:10.1142/S0218127418501651

Detecting determinism in time series with complex networks constructed using a compression algorithm

Debora C. Correa, David M. Walker, Michael Small

School of Physics, Mathematics and Computing

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

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Abstract

The properties of complex networks derived from applying a compression algorithm to time series subject to symbolic ordinal-based encoding is explored. The information content of compression codewords can be used to detect forbidden symbolic patterns indicative of nonlinear determinism. The connectivity structure of ordinal-based compression networks summarized by their minimal cycle basis structure can also be used in tests for nonlinear determinism, in particular, detection of time irreversibility in a signal.

Original language	English
Article number	1850165
Journal	International Journal of Bifurcation and Chaos
Volume	28
Issue number	13
DOIs	https://doi.org/10.1142/S0218127418501651
Publication status	Published - 15 Dec 2018

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10.1142/S0218127418501651

Correa et al 2018 Detecting determinism in time series with complex networks constructed using a compression algorithm
Electronic version of an article published as Correa, D. C., Walker, D. M., & Small, M. (2018). Detecting determinism in time series with complex networks constructed using a compression algorithm. International Journal of Bifurcation and Chaos, 28(13), [1850165]. https://doi.org/10.1142/S0218127418501651. © 2018 World Scientific Publishing Company https://www.worldscientific.com/worldscinet/ijbc
Accepted author manuscript, 2.18 MB

Cite this

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Detecting determinism in time series with complex networks constructed using a compression algorithm

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Quantifying complexity and measuring structure within complex systems

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Detecting determinism in time series with complex networks constructed using a compression algorithm

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Quantifying complexity and measuring structure within complex systems

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