From time series to networks in R with the ts2net package

Abstract

Network science established itself as a prominent tool for modeling time series and complex systems. This modeling process consists of transforming a set or a single time series into a network. Nodes may represent complete time series, segments, or single values, while links define associations or similarities between the represented parts. R is one of the main programming languages used in data science, statistics, and machine learning, with many packages available. However, no single package provides the necessary methods to transform time series into networks. This paper presents a detailed revision of the main transformation methods in the literature and their implementation in the ts2net package in R. The package provides time series distance functions that can be easily computed in parallel and in supercomputers to process larger data sets and methods to transform distance matrices into networks. ts2net also provides methods to transform a single time series into a network, such as recurrence networks, visibility graphs, and transition networks. Together with other packages, ts2net permits the use of network science and graph mining tools to extract information from time series.