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Characterizing time series : when Granger causality triggers complex networks
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Ge, Tian, Cui, Yindong, Lin, W., Kurths, J. and Liu, C. (2012) Characterizing time series : when Granger causality triggers complex networks. New Journal of Physics, Volume 14 (Number 8). Article number 083028. doi:10.1088/1367-2630/14/8/083028 ISSN 1367-2630.
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Official URL: http://dx.doi.org/10.1088/1367-2630/14/8/083028
Abstract
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* 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.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QC Physics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Computer Science | ||||
Library of Congress Subject Headings (LCSH): | Time-series analysis, Granger, C. W. J. (Clive William John), 1934-2009, Spectral analysis (Phonetics), Computer networks, Electrocardiography, Physics -- Mathematical models | ||||
Journal or Publication Title: | New Journal of Physics | ||||
Publisher: | IOP Publishing | ||||
ISSN: | 1367-2630 | ||||
Official Date: | 2012 | ||||
Dates: |
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Volume: | Volume 14 | ||||
Number: | Number 8 | ||||
Page Range: | Article number 083028 | ||||
DOI: | 10.1088/1367-2630/14/8/083028 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access | ||||
Date of first compliant deposit: | 24 December 2015 | ||||
Date of first compliant Open Access: | 24 December 2015 | ||||
Funder: | Fu dan da xue (Shanghai, China) [Fudan University], China. Jiao yu bu [Ministry of Education], Guo jia zi ran ke xue ji jin wei yuan hui (China) [National Natural Science Foundation of China] (NSFC), Shanghai Shu-Guang Program (SSGP), Shanghai Rising-Star Program (SRSP), New Century Excellent Talents Support Program (China) (NCET), Economic and Social Research Council (Great Britain) (ESRC), Deutsche Forschungsgemeinschaft (DFG) | ||||
Grant number: | 10971035 (NSFC) ; 10SG02 (SSGP) ; 11QH1400200 (SRSP) ; NCET-11-0109 (NCET) ; IRTG 1740 (DFG) |
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