Characterizing time series: when Granger causality triggers complex networks
In this paper, we propose a new approach to characterize time series with noise perturbations in both the time and frequency domains by combining Granger causality and complex networks. We construct directed and weighted complex networks from time series and use representative network measures to de...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2012-01-01
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| Series: | New Journal of Physics |
| Online Access: | https://doi.org/10.1088/1367-2630/14/8/083028 |
| _version_ | 1797751594572316672 |
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| author | Tian Ge Yindong Cui Wei Lin Jürgen Kurths Chong Liu |
| author_facet | Tian Ge Yindong Cui Wei Lin Jürgen Kurths Chong Liu |
| author_sort | Tian Ge |
| collection | DOAJ |
| description | In this paper, we propose a new approach to characterize time series with noise perturbations in both the time and frequency domains by combining Granger causality and complex networks. We construct directed and weighted complex networks from time series and use representative network measures to describe their physical and topological properties. Through analyzing the typical dynamical behaviors of some physical models and the MIT-BIH ^7 human electrocardiogram data sets, we show that the proposed approach is able to capture and characterize various dynamics and has much potential for analyzing real-world time series of rather short length. |
| first_indexed | 2024-03-12T16:50:49Z |
| format | Article |
| id | doaj.art-9e015269e802407bb60eaba28057cead |
| institution | Directory Open Access Journal |
| issn | 1367-2630 |
| language | English |
| last_indexed | 2024-03-12T16:50:49Z |
| publishDate | 2012-01-01 |
| publisher | IOP Publishing |
| record_format | Article |
| series | New Journal of Physics |
| spelling | doaj.art-9e015269e802407bb60eaba28057cead2023-08-08T11:11:29ZengIOP PublishingNew Journal of Physics1367-26302012-01-0114808302810.1088/1367-2630/14/8/083028Characterizing time series: when Granger causality triggers complex networksTian Ge0Yindong Cui1Wei Lin2Jürgen Kurths3Chong Liu4Centre for Computational Systems Biology, School of Mathematical Sciences, and Shanghai Key Laboratory of Contemporary Applied Mathematics, Fudan University , Shanghai 200433, China; Department of Computer Science, The University of Warwick , Coventry CV4 7AL, UKCentre for Computational Systems Biology, School of Mathematical Sciences, and Shanghai Key Laboratory of Contemporary Applied Mathematics, Fudan University , Shanghai 200433, ChinaCentre for Computational Systems Biology, School of Mathematical Sciences, and Shanghai Key Laboratory of Contemporary Applied Mathematics, Fudan University , Shanghai 200433, ChinaPotsdam Institute for Climate Impact Research , D-14412 Potsdam, Germany; Department of Physics, Humboldt University of Berlin , D-12489 Berlin, Germany; Institute for Complex Systems and Mathematical Biology, University of Aberdeen , Aberdeen AB24 3FX, UKCentre for Computational Systems Biology, School of Mathematical Sciences, and Shanghai Key Laboratory of Contemporary Applied Mathematics, Fudan University , Shanghai 200433, ChinaIn this paper, we propose a new approach to characterize time series with noise perturbations in both the time and frequency domains by combining Granger causality and complex networks. We construct directed and weighted complex networks from time series and use representative network measures to describe their physical and topological properties. Through analyzing the typical dynamical behaviors of some physical models and the MIT-BIH ^7 human electrocardiogram data sets, we show that the proposed approach is able to capture and characterize various dynamics and has much potential for analyzing real-world time series of rather short length.https://doi.org/10.1088/1367-2630/14/8/083028 |
| spellingShingle | Tian Ge Yindong Cui Wei Lin Jürgen Kurths Chong Liu Characterizing time series: when Granger causality triggers complex networks New Journal of Physics |
| title | Characterizing time series: when Granger causality triggers complex networks |
| title_full | Characterizing time series: when Granger causality triggers complex networks |
| title_fullStr | Characterizing time series: when Granger causality triggers complex networks |
| title_full_unstemmed | Characterizing time series: when Granger causality triggers complex networks |
| title_short | Characterizing time series: when Granger causality triggers complex networks |
| title_sort | characterizing time series when granger causality triggers complex networks |
| url | https://doi.org/10.1088/1367-2630/14/8/083028 |
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