Constructing ordinal partition transition networks from multivariate time series

Abstract A growing number of algorithms have been proposed to map a scalar time series into ordinal partition transition networks. However, most observable phenomena in the empirical sciences are of a multivariate nature. We construct ordinal partition transition networks for multivariate time serie...

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Autores principales: Jiayang Zhang, Jie Zhou, Ming Tang, Heng Guo, Michael Small, Yong Zou
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Lenguaje:EN
Publicado: Nature Portfolio 2017
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Acceso en línea:https://doaj.org/article/fe9b482bc4d6410e809cb677e3224b9c
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spelling oai:doaj.org-article:fe9b482bc4d6410e809cb677e3224b9c2021-12-02T11:41:11ZConstructing ordinal partition transition networks from multivariate time series10.1038/s41598-017-08245-x2045-2322https://doaj.org/article/fe9b482bc4d6410e809cb677e3224b9c2017-08-01T00:00:00Zhttps://doi.org/10.1038/s41598-017-08245-xhttps://doaj.org/toc/2045-2322Abstract A growing number of algorithms have been proposed to map a scalar time series into ordinal partition transition networks. However, most observable phenomena in the empirical sciences are of a multivariate nature. We construct ordinal partition transition networks for multivariate time series. This approach yields weighted directed networks representing the pattern transition properties of time series in velocity space, which hence provides dynamic insights of the underling system. Furthermore, we propose a measure of entropy to characterize ordinal partition transition dynamics, which is sensitive to capturing the possible local geometric changes of phase space trajectories. We demonstrate the applicability of pattern transition networks to capture phase coherence to non-coherence transitions, and to characterize paths to phase synchronizations. Therefore, we conclude that the ordinal partition transition network approach provides complementary insight to the traditional symbolic analysis of nonlinear multivariate time series.Jiayang ZhangJie ZhouMing TangHeng GuoMichael SmallYong ZouNature PortfolioarticleMedicineRScienceQENScientific Reports, Vol 7, Iss 1, Pp 1-13 (2017)
institution DOAJ
collection DOAJ
language EN
topic Medicine
R
Science
Q
spellingShingle Medicine
R
Science
Q
Jiayang Zhang
Jie Zhou
Ming Tang
Heng Guo
Michael Small
Yong Zou
Constructing ordinal partition transition networks from multivariate time series
description Abstract A growing number of algorithms have been proposed to map a scalar time series into ordinal partition transition networks. However, most observable phenomena in the empirical sciences are of a multivariate nature. We construct ordinal partition transition networks for multivariate time series. This approach yields weighted directed networks representing the pattern transition properties of time series in velocity space, which hence provides dynamic insights of the underling system. Furthermore, we propose a measure of entropy to characterize ordinal partition transition dynamics, which is sensitive to capturing the possible local geometric changes of phase space trajectories. We demonstrate the applicability of pattern transition networks to capture phase coherence to non-coherence transitions, and to characterize paths to phase synchronizations. Therefore, we conclude that the ordinal partition transition network approach provides complementary insight to the traditional symbolic analysis of nonlinear multivariate time series.
format article
author Jiayang Zhang
Jie Zhou
Ming Tang
Heng Guo
Michael Small
Yong Zou
author_facet Jiayang Zhang
Jie Zhou
Ming Tang
Heng Guo
Michael Small
Yong Zou
author_sort Jiayang Zhang
title Constructing ordinal partition transition networks from multivariate time series
title_short Constructing ordinal partition transition networks from multivariate time series
title_full Constructing ordinal partition transition networks from multivariate time series
title_fullStr Constructing ordinal partition transition networks from multivariate time series
title_full_unstemmed Constructing ordinal partition transition networks from multivariate time series
title_sort constructing ordinal partition transition networks from multivariate time series
publisher Nature Portfolio
publishDate 2017
url https://doaj.org/article/fe9b482bc4d6410e809cb677e3224b9c
work_keys_str_mv AT jiayangzhang constructingordinalpartitiontransitionnetworksfrommultivariatetimeseries
AT jiezhou constructingordinalpartitiontransitionnetworksfrommultivariatetimeseries
AT mingtang constructingordinalpartitiontransitionnetworksfrommultivariatetimeseries
AT hengguo constructingordinalpartitiontransitionnetworksfrommultivariatetimeseries
AT michaelsmall constructingordinalpartitiontransitionnetworksfrommultivariatetimeseries
AT yongzou constructingordinalpartitiontransitionnetworksfrommultivariatetimeseries
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