Nonlinear Theory and Its Applications, IEICE
Online ISSN : 2185-4106
ISSN-L : 2185-4106
Special issue on Advances and Applications in Nonlinear Time Series Methods
Change-point detection with recurrence networks
Koji IwayamaYoshito HirataHideyuki SuzukiKazuyuki Aihara
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2013 年 4 巻 2 号 p. 160-171

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抄録
Change-point detection based on an observed time series has emerged as an important method for detecting changes in dynamics of real-world systems. Recently, recurrence networks have been shown to be useful, which are network representations of recurrences, to analyze underlying dynamics. In this paper, we propose a new method for detecting dynamical changes using recurrence networks. The proposed method extracts a group of time indices that share the same dynamics as a community of the recurrence network. In addition, some numerical simulations are presented to verify the validity of this method.
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© 2013 The Institute of Electronics, Information and Communication Engineers
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