Berlin 2012 – scientific programme
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DY: Fachverband Dynamik und Statistische Physik
DY 28: Data Analysis Methods and Modelling of Geophysical Systems
DY 28.7: Talk
Thursday, March 29, 2012, 16:30–16:45, MA 144
On bi- and multivariate extensions of recurrence network analysis — Jan H. Feldhoff1,2, •Reik V. Donner1, Jonathan F. Donges1,2, Norbert Marwan1, and Jürgen Kurths1,2 — 1Potsdam Institute for Climate Impact Research, Potsdam, Germany — 2Department of Physics, Humboldt University of Berlin, Germany
Recurrence plots (RPs) obtained from time series are known to contain all essential information on the dynamical characteristics of underlying dynamical systems. Recently, it has been suggested to reinterpret the RP as the connectivity matrix of a complex network associated with the time series under study. Statistical measures characterizing the topology of such recurrence networks on both local and global scale have already demonstrated their great potential for detecting changes in the underlying dynamics as reflected in the geometry of the corresponding attractor in phase space.
Here, we introduce two possible extensions of the recurrence network approach for studying two or more potentially coupled dynamical systems. Specifically, the established concepts of cross- and joint RPs, as well as the recently introduced graph-theoretic framework for describing the properties of interacting networks are utilized for deriving a corresponding complex network representation. We discuss the interpretation of both approaches in terms of the associated phase space properties and provide some examples highlighting their performance for studying interacting complex systems.