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Characterizing time series : when Granger causality triggers complex networks

机译:表征时间序列:当格兰杰因果关系触发复杂网络时

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摘要

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.
机译:在本文中,我们提出了一种通过结合Granger因果关系和复杂网络来表征时域和频域中具有噪声扰动的时间序列的新方法。我们根据时间序列构造有向且加权的复杂网络,并使用代表性的网络度量来描述其物理和拓扑特性。通过分析某些物理模型和MIT-BIH *人类心电图数据集的典型动力学行为,我们表明,该方法能够捕获和表征各种动力学,并且在分析较短长度的真实时间序列方面具有很大的潜力。

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