Detecting Determinism in Time Series with Complex Networks Constructed Using a Compression Algorithm

摘要

The properties of complex networks derived from applying a compression algorithm to time series subject to symbolic ordinal-based encoding is explored. The information content of compression codewords can be used to detect forbidden symbolic patterns indicative of nonlinear determinism. The connectivity structure of ordinal-based compression networks summarized by their minimal cycle basis structure can also be used in tests for nonlinear determinism, in particular, detection of time irreversibility in a signal.