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Duality between Time Series and Networks 英文参考文献
DualitybetweenTimeSeriesandNetworks
AndrianaS.L.O.Campanharo1,2,3,M.IrmakSirer2,R.DeanMalmgren2,4,FernandoM.Ramos5,
Lu?′sA.NunesAmaral2,6,7
*
1LaboratoryforComputingandAppliedMathematics,InstitutoNacionaldePesquisasEspaciais,Sa?o Jose′ dosCampos,Sa?o Paulo,Brazil,2DepartmentofChemicaland
BiologicalEngineering,NorthwesternUniversity,Evanston,Illinois,UnitedStatesofAmerica,3DepartmentofComputerEngineering,Pontif?′ciaUniversidadeCato′licade
MinasGerais,BeloHorizonte,MinasGerais,Brazil,4DatascopeAnalytics,Chicago,Illinois,UnitedStatesofAmerica,5CenterforEarthSystemScience,InstitutoNacional
dePesquisasEspaciais,Sa?oJose′dosCampos,Sa?oPaulo,Brazil,6NorthwesternInstituteonComplexSystems,NorthwesternUniversity,Evanston,Illinois,UnitedStatesof
America,7HowardHughesMedicalInstitute,NorthwesternUniversity,Evanston,Illinois,UnitedStatesofAmerica
Abstract
Studyingtheinteractionbetweenasystem’scomponentsandthetemporalevolutionofthesystemaretwocommonways
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
propertiesrelatetotheoriginaltimeseries.Here,weproposeamapfromatimeseriestoanetworkwithanapproximate
inverse operation, making it possible to use network statistics to characterize time series and time series statistics to
characterizenetworks.Asaproofofconcept,wegenerateanensembleoftimeseriesrangingfromperiodictorandomand
confirm that application of the proposed map retains much of the information encoded in the original time series (or
networks)afterapplicationofthemap(oritsinverse).Ourresultssuggestthatnetworkanalysiscanbeusedtodistinguish
differentdynamicregimesintimeseriesand,perhapsmoreimportantly,timeseriesanalysiscanprovideapowerfulsetof
toolsthataugmentthetraditionalnet
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