Reconstructing multi-mode networks from multivariate time series
Zhongke Gao, Yuxuan Yang, Weidong Dang, Qing Cai, Zhen Wang, Norbert Marwan, Stefano Boccaletti, Jürgen Kurths · Europhysics Letters (EPL) · 2017
Unveiling the dynamics hidden in multivariate time series is a task of the utmost importance in a broad variety of areas in physics. We here propose a method that leads to the construction of a novel functional network, a multi-mode weighted graph combined with an empirical mode decomposition, and to the realization of multi-information fusion of multivariate time series. The method is illustrated in a couple of successful applications (a multi-phase flow and an epileptic electro-encephalogram), which demonstrate its powerfulness in revealing the dynamical behaviors underlying the transitions of different flow patterns, and enabling to differentiate brain states of seizure and non-seizure.