Characterizing system dynamics with a weighted and directed network constructed from time series data.

In this work, we propose a novel method to transform a time series into a weighted and directed network. For a given time series, we first generate a set of segments via a sliding window, and then use a doubly symbolic scheme to characterize every windowed segment by combining absolute amplitude information with an ordinal pattern characterization. Based on this construction, a network can be directly constructed from the given time series: segments corresponding to different symbol-pairs are mapped to network nodes and the temporal succession between nodes is represented by directed links. With this conversion, dynamics underlying the time series has been encoded into the network structure. We illustrate the potential of our networks with a well-studied dynamical model as a benchmark example. Results show that network measures for characterizing global properties can detect the dynamical transitions in the underlying system. Moreover, we employ a random walk algorithm to sample loops in our networks, and find that time series with different dynamics exhibits distinct cycle structure. That is, the relative prevalence of loops with different lengths can be used to identify the underlying dynamics.