文章基本信息

标题：Constructing ordinal partition transition networks from multivariate time series
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作者：Jiayang Zhang ; Jie Zhou ; Ming Tang 等
期刊名称：Scientific Reports
电子版ISSN：2045-2322
出版年度：2017
卷号：7
期号：1
DOI：10.1038/s41598-017-08245-x
语种：English
出版社：Springer Nature
摘要：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.