Norbert Marwan

Recurrence-plot-based measures of complexity and their application to heart-rate-variability data

The knowledge of transitions between regular, laminar or chaotic behaviors is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there are several nonlinear methods that, however, require rather long time observations. To overcome these difficulties, we propose measures of complexity based on vertical structures in recurrence plots and apply them to the logistic map as well as to heart-rate-variability data. For the logistic map these measures enable us not only to detect transitions between chaotic and periodic states, but also to identify laminar states, i.e., chaos-chaos transitions. The traditional recurrence quantification analysis fails to detect the latter transitions. Applying our measures to the heart-rate-variability data, we are able to detect and quantify the laminar phases before a life-threatening cardiac arrhythmia occurs thereby facilitating a prediction of such an event. Our findings could be of importance for the therapy of malignant cardiac arrhythmias.

Recurrence networks—a novel paradigm for nonlinear time series analysis

This paper presents a new approach for analysing the structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency matrix of an associated complex network, which links different points in time if the considered states are closely neighboured in phase space. In comparison with similar network-based techniques the new approach has important conceptual advantages, and can be considered as a unifying framework for transforming time series into complex networks that also includes other existing methods as special cases. It has been demonstrated here that there are fundamental relationships between many topological properties of recurrence networks and different nontrivial statistical properties of the phase space density of the underlying dynamical system. Hence, this novel interpretation of the recurrence matrix yields new quantitative characteristics (such as average path length, clustering coefficient, or centrality measures of the recurrence network) related to the dynamical complexity of a time series, most of which are not yet provided by other existing methods of nonlinear time series analysis.

Development and Disintegration of Maya Political Systems in Response to Climate Change

Maya and Climate Climate has affected the vitality of many different societies in the past, as shown by numerous records across the globe and throughout human history. One of the most obvious and spectacular examples of this is from the Classic Maya civilization, whose advanced culture left highly detailed records of all aspects of their existence between 300 and 1000 C.E. Kennett et al. (p. 788; see the cover) present a detailed climate record derived from a stalagmite collected from a cave in Belize, in the midst of the Classic Maya settlement. The fine resolution and precise dating of the record allows changes in precipitation to be related to the politics, war, and population fluctuations of the Mayans. A record of rainfall from a stalagmite in southern Belize provides a context for better understanding Maya civilization. The role of climate change in the development and demise of Classic Maya civilization (300 to 1000 C.E.) remains controversial because of the absence of well-dated climate and archaeological sequences. We present a precisely dated subannual climate record for the past 2000 years from Yok Balum Cave, Belize. From comparison of this record with historical events compiled from well-dated stone monuments, we propose that anomalously high rainfall favored unprecedented population expansion and the proliferation of political centers between 440 and 660 C.E. This was followed by a drying trend between 660 and 1000 C.E. that triggered the balkanization of polities, increased warfare, and the asynchronous disintegration of polities, followed by population collapse in the context of an extended drought between 1020 and 1100 C.E.

The backbone of the climate network

We propose a method to reconstruct and analyze a complex network from data generated by a spatio-temporal dynamical system, relying on the nonlinear mutual information of time series analysis and betweenness centrality of the complex network theory. We show that this approach reveals a rich internal structure in complex climate networks constructed from reanalysis and model surface air temperature data. Our novel method uncovers peculiar wave-like structures of high-energy flow, that we relate to global surface ocean currents. This points to a major role of the oceanic surface circulation in coupling and stabilizing the global temperature field in the long-term mean (140 years for the model run and 60 years for reanalysis data). We find that these results cannot be obtained using classical linear methods of multivariate data analysis, and have ensured their robustness by intensive significance testing.

Complex networks in climate dynamics: Comparing linear and nonlinear network construction methods

Complex network theory provides a powerful framework to statistically investigate the topology of local and non-local statistical interrelationships, i.e. teleconnections, in the climate system. Climate networks constructed from the same global climatological data set using the linear Pearson correlation coefficient or the nonlinear mutual information as a measure of dynamical similarity between regions, are compared systematically on local, mesoscopic and global topological scales. A high degree of similarity is observed on the local and mesoscopic topological scales for surface air temperature fields taken from AOGCM and reanalysis data sets. We find larger differences on the global scale, particularly in the betweenness centrality field. The global scale view on climate networks obtained using mutual information offers promising new perspectives for detecting network structures based on nonlinear physical processes in the climate system.

Recurrence-based time series analysis by means of complex network methods

Complex networks are an important paradigm of modern complex systems sciences which allows quantitatively assessing the structural properties of systems composed of different interacting entities. During the last years, intensive efforts have been spent on applying network-based concepts also for the analysis of dynamically relevant higher-order statistical properties of time series. Notably, many corresponding approaches are closely related with the concept of recurrence in phase space. In this paper, we review recent methodological advances in time series analysis based on complex networks, with a special emphasis on methods founded on recurrence plots. The potentials and limitations of the individual methods are discussed and illustrated for paradigmatic examples of dynamical systems as well as for real-world time series. Complex network measures are shown to provide information about structural features of dynamical systems that are complementary to those characterized by other methods of time series analysis and, hence, substantially enrich the knowledge gathered from other existing (linear as well as nonlinear) approaches.

Cross recurrence plot based synchronization of time series

The method of recurrence plots is extended to the cross recurrence plots (CRP) which, among others, enables the study of synchronization or time differences in two time series. This is emphasized in a distorted main diagonal in the cross recurrence plot, the line of synchronization (LOS). A non-parametrical fit of this LOS can be used to rescale the time axis of the two data series (whereby one of them is compressed or stretched) so that they are synchronized. An application of this method to geophysical sediment core data illustrates its suitability for real data. The rock magnetic data of two different sediment cores from the Makarov Basin can be adjusted to each other by using this method, so that they are comparable.

Nonlinear detection of paleoclimate-variability transitions possibly related to human evolution

Potential paleoclimatic driving mechanisms acting on human evolution present an open problem of cross-disciplinary scientific interest. The analysis of paleoclimate archives encoding the environmental variability in East Africa during the past 5 Ma has triggered an ongoing debate about possible candidate processes and evolutionary mechanisms. In this work, we apply a nonlinear statistical technique, recurrence network analysis, to three distinct marine records of terrigenous dust flux. Our method enables us to identify three epochs with transitions between qualitatively different types of environmental variability in North and East Africa during the (i) Middle Pliocene (3.35–3.15 Ma B.P.), (ii) Early Pleistocene (2.25–1.6 Ma B.P.), and (iii) Middle Pleistocene (1.1–0.7 Ma B.P.). A deeper examination of these transition periods reveals potential climatic drivers, including (i) large-scale changes in ocean currents due to a spatial shift of the Indonesian throughflow in combination with an intensification of Northern Hemisphere glaciation, (ii) a global reorganization of the atmospheric Walker circulation induced in the tropical Pacific and Indian Ocean, and (iii) shifts in the dominating temporal variability pattern of glacial activity during the Middle Pleistocene, respectively. A reexamination of the available fossil record demonstrates statistically significant coincidences between the detected transition periods and major steps in hominin evolution. This result suggests that the observed shifts between more regular and more erratic environmental variability may have acted as a trigger for rapid change in the development of humankind in Africa.

A historical review of recurrence plots

Abstract In the last two decades recurrence plots (RPs)were introduced in many different scientific disciplines. It turned out how powerful this method is. After introducing approaches of quantification of RPs and by the study of relationships between RPs and fundamental properties of dynamical systems, this method attracted even more attention. After 20 years of RPs it is time to summarise this development in a historical context.

HOW TO AVOID POTENTIAL PITFALLS IN RECURRENCE PLOT BASED DATA ANALYSIS

Recurrence plots and recurrence quantification analysis have become popular in the last two decades. Recurrence based methods have on the one hand a deep foundation in the theory of dynamical systems and are on the other hand powerful tools for the investigation of a variety of problems. The increasing interest encompasses the growing risk of misuse and uncritical application of these methods. Therefore, we point out potential problems and pitfalls related to different aspects of the application of recurrence plots and recurrence quantification analysis.