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Surrogate-assisted network analysis of nonlinear time series

Laut, Ingo and Räth, Christoph (2016) Surrogate-assisted network analysis of nonlinear time series. Chaos, 26 (10), p. 103108. American Institute of Physics (AIP). DOI: 10.1063/1.4964646 ISSN 1054-1500

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Official URL: http://scitation.aip.org/content/aip/journal/chaos/26/10/10.1063/1.4964646

Abstract

The performance of recurrence networks and symbolic networks to detect weak nonlinearities in time series is compared to the nonlinear prediction error. For the synthetic data of the Lorenz system, the network measures show a comparable performance. In the case of relatively short and noisy real-world data from active galactic nuclei, the nonlinear prediction error yields more robust results than the network measures. The tests are based on surrogate data sets. The correlations in the Fourier phases of data sets from some surrogate generating algorithms are also examined. The phase correlations are shown to have an impact on the performance of the tests for nonlinearity.

Item URL in elib:https://elib.dlr.de/107206/
Document Type:Article
Title:Surrogate-assisted network analysis of nonlinear time series
Authors:
AuthorsInstitution or Email of AuthorsAuthors ORCID iD
Laut, IngoIngo.Laut (at) dlr.deUNSPECIFIED
Räth, ChristophChristoph.Raeth (at) dlr.deUNSPECIFIED
Date:2016
Journal or Publication Title:Chaos
Refereed publication:Yes
Open Access:No
Gold Open Access:No
In SCOPUS:Yes
In ISI Web of Science:Yes
Volume:26
DOI :10.1063/1.4964646
Page Range:p. 103108
Publisher:American Institute of Physics (AIP)
ISSN:1054-1500
Status:Published
Keywords:networks, time series analysis, surrogates
HGF - Research field:Aeronautics, Space and Transport
HGF - Program:Space
HGF - Program Themes:Research under Space Conditions
DLR - Research area:Raumfahrt
DLR - Program:R FR - Forschung unter Weltraumbedingungen
DLR - Research theme (Project):R - Komplexe Plasmen / Data analysis
Location: Oberpfaffenhofen
Institutes and Institutions:Research Group Complex Plasma > Research Group Complex Plasma
Deposited By: Laut, Ingo
Deposited On:17 Nov 2016 11:12
Last Modified:08 Mar 2018 18:39

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