Summary
2011 International Symposium on Nonlinear Theory and Its Applications
2011
Session Number:C2L-C
Session:
Number:C2L-C2
Obtaining networks from time series: what to do with symbolic time series
Michael Small,
pp.657-660
Publication Date:2011/9/4
Online ISSN:2188-5079
Summary:
There has been much recent interest in contructing networks from time series data, partly because doing so makes available a vast new suite of tools for nonlinear time series analysis. In this paper we introduce an alternative approach by which these techniques can be employed when the underlying time series is a discrete symbolic sequence with a small finite alphabet?obvious connections to Markov chains and nonlinear time series modelling will be discussed. A trivial extension to this method also means that it can be applied to continuous-valued scalar time series as well.