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

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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 languageEnglish
Article number1850165
JournalInternational Journal of Bifurcation and Chaos
Volume28
Issue number13
DOIs
Publication statusPublished - 15 Dec 2018

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