Directed recurrence networks.

Abstract

Complex network approaches have attracted a growing interest in the analysis of nonlinear time series. Among other reconstruction methods, it has been shown that the recurrence plot can be used as the adjacency matrix for recurrence networks, expanding the applications of the already successful recurrence analysis. We study here the potential benefits of a directed formulation of recurrence networks through a simple modification of the recurrence plot. As it is directly related to the recurrence analysis field, this approach takes advantage of the progresses regarding the creation and treatment of the recurrence plot. It appears that directed recurrence networks provide more robust results than their undirected counterpart for transitions detection as well as temporal patterns discovery and clustering. New applications for network cleaning and data modeling are also demonstrated.