Network percolation provides early warnings of abrupt changes in coupled oscillatory systems: An explanatory analysis.

Functional networks are powerful tools to study statistical interdependency structures in spatially extended or multivariable systems. They have been used to get insights into the dynamics of complex systems in various areas of science. In particular, percolation properties of correlation networks have been employed to identify early warning signals of critical transitions. In this work, we further investigate the corresponding potential of percolation measures for the anticipation of different types of sudden shifts in the state of coupled irregularly oscillating systems. As a paradigmatic model system, we study the dynamics of a ring of diffusively coupled noisy FitzHugh-Nagumo oscillators and show that, when the oscillators are nearly completely synchronized, the percolation-based precursors successfully provide very early warnings of the rapid switches between the two states of the system. We clarify the mechanisms behind the percolation transition by separating global trends given by the mean-field behavior from the synchronization of individual stochastic fluctuations. We then apply the same methodology to real-world data of sea surface temperature anomalies during different phases of the El Niño-Southern Oscillation. This leads to a better understanding of the factors that make percolation precursors effective as early warning indicators of incipient El Niño and La Niña events.

Partial event coincidence analysis for distinguishing direct and indirect coupling in functional network construction.

Correctly identifying interaction patterns from multivariate time series presents an important step in functional network construction. In this context, the widespread use of bivariate statistical association measures often results in a false identification of links because strong similarity between two time series can also emerge without the presence of a direct interaction due to intermediate mediators or common drivers. In order to properly distinguish such direct and indirect links for the special case of event-like data, we present here a new generalization of event coincidence analysis to a partial version thereof, which is aimed at excluding possible transitive effects of indirect couplings. Using coupled chaotic systems and stochastic processes on two generic coupling topologies (star and chain configuration), we demonstrate that the proposed methodology allows for the correct identification of indirect interactions. Subsequently, we apply our partial event coincidence analysis to multi-channel EEG recordings to investigate possible differences in coordinated alpha band activity among macroscopic brain regions in resting states with eyes open (EO) and closed (EC) conditions. Specifically, we find that direct connections typically correspond to close spatial neighbors while indirect ones often reflect longer-distance connections mediated via other brain regions. In the EC state, connections in the frontal parts of the brain are enhanced as compared to the EO state, while the opposite applies to the posterior regions. In general, our approach leads to a significant reduction in the number of indirect connections and thereby contributes to a better understanding of the alpha band desynchronization phenomenon in the EO state.

Characteristic signatures of Northern Hemisphere blocking events in a Lagrangian flow network representation of the atmospheric circulation.

In the past few decades, boreal summers have been characterized by an increasing number of extreme weather events in the Northern Hemisphere extratropics, including persistent heat waves, droughts and heavy rainfall events with significant social, economic, and environmental impacts. Many of these events have been associated with the presence of anomalous large-scale atmospheric circulation patterns, in particular, persistent blocking situations, i.e., nearly stationary spatial patterns of air pressure. To contribute to a better understanding of the emergence and dynamical properties of such situations, we construct complex networks representing the atmospheric circulation based on Lagrangian trajectory data of passive tracers advected within the atmospheric flow. For these Lagrangian flow networks, we study the spatial patterns of selected node properties prior to, during, and after different atmospheric blocking events in Northern Hemisphere summer. We highlight the specific network characteristics associated with the sequence of strong blocking episodes over Europe during summer 2010 as an illustrative example. Our results demonstrate the ability of the node degree, entropy, and harmonic closeness centrality based on outgoing links to trace important spatiotemporal characteristics of atmospheric blocking events. In particular, all three measures capture the effective separation of the stationary pressure cell forming the blocking high from the normal westerly flow and the deviation of the main atmospheric currents around it. Our results suggest the utility of further exploiting the Lagrangian flow network approach to atmospheric circulation in future targeted diagnostic and prognostic studies.

Characterizing dynamical transitions by statistical complexity measures based on ordinal pattern transition networks.

Complex network approaches have been recently emerging as novel and complementary concepts of nonlinear time series analysis that are able to unveil many features that are hidden to more traditional analysis methods. In this work, we focus on one particular approach: the application of ordinal pattern transition networks for characterizing time series data. More specifically, we generalize a traditional statistical complexity measure (SCM) based on permutation entropy by explicitly disclosing heterogeneous frequencies of ordinal pattern transitions. To demonstrate the usefulness of these generalized SCMs, we employ them to characterize different dynamical transitions in the logistic map as a paradigmatic model system, as well as real-world time series of fluid experiments and electrocardiogram recordings. The obtained results for both artificial and experimental data demonstrate that the consideration of transition frequencies between different ordinal patterns leads to dynamically meaningful estimates of SCMs, which provide prospective tools for the analysis of observational time series.

Glossary on atmospheric electricity and its effects on biology.

There is an increasing interest to study the interactions between atmospheric electrical parameters and living organisms at multiple scales. So far, relatively few studies have been published that focus on possible biological effects of atmospheric electric and magnetic fields. To foster future work in this area of multidisciplinary research, here we present a glossary of relevant terms. Its main purpose is to facilitate the process of learning and communication among the different scientific disciplines working on this topic. While some definitions come from existing sources, other concepts have been re-defined to better reflect the existing and emerging scientific needs of this multidisciplinary and transdisciplinary area of research.

Multiscale measures of phase-space trajectories.

Characterizing the multiscale nature of fluctuations from nonlinear and nonstationary time series is one of the most intensively studied contemporary problems in nonlinear sciences. In this work, we address this problem by combining two established concepts-empirical mode decomposition (EMD) and generalized fractal dimensions-into a unified analysis framework. Specifically, we demonstrate that the intrinsic mode functions derived by EMD can be used as a source of local (in terms of scales) information about the properties of the phase-space trajectory of the system under study, allowing us to derive multiscale measures when looking at the behavior of the generalized fractal dimensions at different scales. This formalism is applied to three well-known low-dimensional deterministic dynamical systems (the Hénon map, the Lorenz '63 system, and the standard map), three realizations of fractional Brownian motion with different Hurst exponents, and two somewhat higher-dimensional deterministic dynamical systems (the Lorenz '96 model and the on-off intermittency model). These examples allow us to assess the performance of our formalism with respect to practically relevant aspects like additive noise, different initial conditions, the length of the time series under study, low- vs high-dimensional dynamics, and bursting effects. Finally, by taking advantage of two real-world systems whose multiscale features have been widely investigated (a marine stack record providing a proxy of the global ice volume variability of the past 5×106 years and the SYM-H geomagnetic index), we also illustrate the applicability of this formalism to real-world time series.

Disentangling synchrony from serial dependency in paired-event time series.

Quantifying synchronization phenomena based on the timing of events has recently attracted a great deal of interest in various disciplines such as neuroscience or climatology. A multitude of similarity measures has been proposed for this purpose, including event synchronization (ES) and event coincidence analysis (ECA) as two widely applicable examples. While ES defines synchrony in a data-adaptive local way that does not distinguish between different timescales, ECA requires selecting a specific scale for analysis. In this paper, we use slightly modified versions of both ES and ECA that address previous issues with respect to proper normalization and boundary treatment, which are particularly relevant for short time series with low temporal resolution. By numerically studying threshold crossing events in coupled autoregressive processes, we identify a practical limitation of ES when attempting to study synchrony between serially dependent event sequences exhibiting event clustering in time. Practical implications of this observation are demonstrated for the case of functional network representations of climate extremes based on both ES and ECA, while no marked differences between both measures are observed for the case of epileptic electroencephalogram data. Our findings suggest that careful event detection along with diligent preprocessing is recommended when applying ES while less crucial for ECA. Despite the lack of a general modus operandi for both event definition and detection of synchronization, we suggest ECA as a widely robust method, especially for time-resolved synchronization analyses of event time series from various disciplines.

Event synchrony measures for functional climate network analysis: A case study on South American rainfall dynamics.

Understanding spatiotemporal patterns of climate extremes has gained considerable relevance in the context of ongoing climate change. With enhanced computational capacity, data driven methods such as functional climate networks have been proposed and have already contributed to significant advances in understanding and predicting extreme events, as well as identifying interrelations between the occurrences of various climatic phenomena. While the (in its basic setting) parameter free event synchronization (ES) method has been widely applied to construct functional climate networks from extreme event series, its original definition has been realized to exhibit problems in handling events occurring at subsequent time steps, which need to be accounted for. Along with the study of this conceptual limitation of the original ES approach, event coincidence analysis (ECA) has been suggested as an alternative approach that incorporates an additional parameter for selecting certain time scales of event synchrony. In this work, we compare selected features of functional climate network representations of South American heavy precipitation events obtained using ES and ECA without and with the correction for temporal event clustering. We find that both measures exhibit different types of biases, which have profound impacts on the resulting network structures. By combining the complementary information captured by ES and ECA, we revisit the spatiotemporal organization of extreme events during the South American Monsoon season. While the corrected version of ES captures multiple time scales of heavy rainfall cascades at once, ECA allows disentangling those scales and thereby tracing the spatiotemporal propagation more explicitly.

Schumann resonance and cardiovascular hospital admission in the area of Granada, Spain: An event coincidence analysis approach.

The study of bio-effects of Schumann resonances is a very complex issue. There is a need to identify mechanisms and pathways that explain how Extremely Low Frequency magnetic fields affect biology or human health. This particular study tries to identify statistical associations between ELF magnetic fields in the province of Granada (Spain) and cardiovascular related hospital admission in the same province for the period April, 1st 2013 to March, 31st 2014. Research is developed under an epidemiological approach based on an Event Coincidence Analysis statistical method. Clustered events, statistically significant (ECA shuffle-surrogate test p = .01 and p < .01), were found for the minimum values of the first and the third Schuman resonances frequency on east-west and north-south directions, and for the amplitude parameter of the second resonance and the total signal energy in the north-south direction. Empirical measurements of SR parameters were recorded at the Sierra Nevada Mountain in Granada province (Spain). Results show a clear coincidence of the events for the minima amplitudes of Shuman resonances and energy in the north-south orientation and the number of the cardiovascular related hospital admissions. Further research is needed with longer temporal series and a new approach based on gender seems to be also interesting for future studies.

Areawise significance tests for windowed recurrence network analysis.

Many time-series analysis techniques use sliding window approaches or are repeatedly applied over a continuous range of parameters. When combined with a significance test, intrinsic correlations among the pointwise analysis results can make falsely positive significant points appear as continuous patches rather than as isolated points. To account for this effect, we present an areawise significance test that identifies such false-positive patches. For this purpose, we numerically estimate the decorrelation length of the statistic of interest by calculating correlation functions between the analysis results and require an areawise significant point to belong to a patch of pointwise significant points that is larger than this decorrelation length. We apply our areawise test to results from windowed traditional and scale-specific recurrence network analysis in order to identify dynamical anomalies in time series of a non-stationary Rössler system and tree ring width index values from Eastern Canada. Especially, in the palaeoclimate context, the areawise testing approach markedly reduces the number of points that are identified as significant and therefore highlights only the most relevant features in the data. This provides a crucial step towards further establishing recurrence networks as a tool for palaeoclimate data analysis.

Network inference from the timing of events in coupled dynamical systems.

Spreading phenomena like opinion formation or disease propagation often follow the links of some underlying network structure. While the effects of network topology on spreading efficiency have already been vastly studied, we here address the inverse problem of whether we can infer an unknown network structure from the timing of events observed at different nodes. For this purpose, we numerically investigate two types of event-based stochastic processes. On the one hand, a generic model of event propagation on networks is considered where the nodes exhibit two types of eventlike activity: spontaneous events reflecting mutually independent Poisson processes and triggered events that occur with a certain probability whenever one of the neighboring nodes exhibits any of these two kinds of events. On the other hand, we study a variant of the well-known SIRS model from epidemiology and record only the timings of state switching events of individual nodes, irrespective of the specific states involved. Based on simulations of both models on different prototypical network architectures, we study the pairwise statistical similarity between the sequences of event timings at all nodes by means of event synchronization and event coincidence analysis (ECA). By taking strong mutual similarities of event sequences (functional connectivity) as proxies for actual physical links (structural connectivity), we demonstrate that both approaches can lead to reasonable prediction accuracy. In general, sparser networks can be reconstructed more accurately than denser ones, especially in the case of larger networks. In such cases, ECA is shown to commonly exhibit the better reconstruction accuracy.

Disentangling the multi-scale effects of sea-surface temperatures on global precipitation: A coupled networks approach.

The oceans and atmosphere interact via a multiplicity of feedback mechanisms, shaping to a large extent the global climate and its variability. To deepen our knowledge of the global climate system, characterizing and investigating this interdependence is an important task of contemporary research. However, our present understanding of the underlying large-scale processes is greatly limited due to the manifold interactions between essential climatic variables at different temporal scales. To address this problem, we here propose to extend the application of complex network techniques to capture the interdependence between global fields of sea-surface temperature (SST) and precipitation (P) at multiple temporal scales. For this purpose, we combine time-scale decomposition by means of a discrete wavelet transform with the concept of coupled climate network analysis. Our results demonstrate the potential of the proposed approach to unravel the scale-specific interdependences between atmosphere and ocean and, thus, shed light on the emerging multiscale processes inherent to the climate system, which traditionally remain undiscovered when investigating the system only at the native resolution of existing climate data sets. Moreover, we show how the relevant spatial interdependence structures between SST and P evolve across time-scales. Most notably, the strongest mutual correlations between SST and P at annual scale (8-16 months) concentrate mainly over the Pacific Ocean, while the corresponding spatial patterns progressively disappear when moving toward longer time-scales.

Ordinal partition transition network based complexity measures for inferring coupling direction and delay from time series.

It has been demonstrated that the construction of ordinal partition transition networks (OPTNs) from time series provides a prospective approach to improve our understanding of the underlying dynamical system. In this work, we introduce a suite of OPTN based complexity measures to infer the coupling direction between two dynamical systems from pairs of time series. For several examples of coupled stochastic processes, we demonstrate that our approach is able to successfully identify interaction delays of both unidirectional and bidirectional coupling configurations. Moreover, we show that the causal interaction between two coupled chaotic Hénon maps can be captured by the OPTN based complexity measures for a broad range of coupling strengths before the onset of synchronization. Finally, we apply our method to two real-world observational climate time series, disclosing the interaction delays underlying the temperature records from two distinct stations in Oxford and Vienna. Our results suggest that ordinal partition transition networks can be used as complementary tools for causal inference tasks and provide insights into the potentials and theoretical foundations of time series networks.

Edge directionality properties in complex spherical networks.

Spatially embedded networks have attracted increasing attention in the past decade. In this context, network characteristics have been introduced which explicitly take spatial information into account. Among others, edge directionality properties have recently gained particular interest. In this work, we investigate the applicability of mean edge direction, anisotropy, and local mean angle as geometric characteristics in complex spherical networks. By studying these measures, both analytically and numerically, we demonstrate the existence of a systematic bias in spatial networks where individual nodes represent different shares on a spherical surface, and we describe a strategy for correcting for this effect. Moreover, we illustrate the application of the mentioned edge directionality properties to different examples of real-world spatial networks in spherical geometry (with or without the geometric correction depending on each specific case), including functional climate networks, transportation, and trade networks. In climate networks, our approach highlights relevant patterns, such as large-scale circulation cells, the El Niño-Southern Oscillation, and the Atlantic Niño. In an air transportation network, we are able to characterize distinct air transportation zones, while we confirm the important role of the European Union for the global economy by identifying convergent edge directionality patterns in the world trade network.

Common solar wind drivers behind magnetic storm-magnetospheric substorm dependency.

The dynamical relationship between magnetic storms and magnetospheric substorms is one of the most controversial issues of contemporary space research. Here, we address this issue through a causal inference approach to two corresponding indices in conjunction with several relevant solar wind variables. We find that the vertical component of the interplanetary magnetic field is the strongest and common driver of both storms and substorms. Further, our results suggest, at least based on the analyzed indices, that there is no statistical evidence for a direct or indirect dependency between substorms and storms and their statistical association can be explained by the common solar drivers. Given the powerful statistical tests we performed (by simultaneously taking into account time series of indices and solar wind variables), a physical mechanism through which substorms directly or indirectly drive storms or vice versa is, therefore, unlikely.

Phase space reconstruction for non-uniformly sampled noisy time series.

Analyzing data from paleoclimate archives such as tree rings or lake sediments offers the opportunity of inferring information on past climate variability. Often, such data sets are univariate and a proper reconstruction of the system's higher-dimensional phase space can be crucial for further analyses. In this study, we systematically compare the methods of time delay embedding and differential embedding for phase space reconstruction. Differential embedding relates the system's higher-dimensional coordinates to the derivatives of the measured time series. For implementation, this requires robust and efficient algorithms to estimate derivatives from noisy and possibly non-uniformly sampled data. For this purpose, we consider several approaches: (i) central differences adapted to irregular sampling, (ii) a generalized version of discrete Legendre coordinates, and (iii) the concept of Moving Taylor Bayesian Regression. We evaluate the performance of differential and time delay embedding by studying two paradigmatic model systems-the Lorenz and the Rössler system. More precisely, we compare geometric properties of the reconstructed attractors to those of the original attractors by applying recurrence network analysis. Finally, we demonstrate the potential and the limitations of using the different phase space reconstruction methods in combination with windowed recurrence network analysis for inferring information about past climate variability. This is done by analyzing two well-studied paleoclimate data sets from Ecuador and Mexico. We find that studying the robustness of the results when varying the analysis parameters is an unavoidable step in order to make well-grounded statements on climate variability and to judge whether a data set is suitable for this kind of analysis.

Temporal organization of magnetospheric fluctuations unveiled by recurrence patterns in the Dst index.

Magnetic storms constitute the most remarkable large-scale phenomena of nonlinear magnetospheric dynamics. Studying the dynamical organization of macroscopic variability in terms of geomagnetic activity index data by means of complexity measures provides a promising approach for identifying the underlying processes and associated time scales. Here, we apply a suite of characteristics from recurrence quantification analysis (RQA) and recurrence network analysis (RNA) in order to unveil some key nonlinear features of the hourly Disturbance storm-time (Dst) index during periods with magnetic storms and such of normal variability. Our results demonstrate that recurrence-based measures can serve as excellent tracers for changes in the dynamical complexity along non-stationary records of geomagnetic activity. In particular, trapping time (characterizing the typical length of "laminar phases" in the observed dynamics) and recurrence network transitivity (associated with the number of the system's effective dynamical degrees of freedom) allow for a very good discrimination between magnetic storm and quiescence phases. In general, some RQA and RNA characteristics distinguish between storm and non-storm times equally well or even better than other previously considered nonlinear characteristics like Hurst exponent or symbolic dynamics based entropy concepts. Our results point to future potentials of recurrence characteristics for unveiling temporal changes in the dynamical complexity of the magnetosphere.

Recurrence threshold selection for obtaining robust recurrence characteristics in different embedding dimensions.

The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors in the studied system's state space reconstructed by means of time-delay embedding as the key characteristic that should guide the corresponding choice for obtaining an adequate resolution of a recurrence plot. Specifically, we present an empirical description of the distance distribution, focusing on characteristic changes of its shape with increasing embedding dimension. Our results suggest that selecting the recurrence threshold according to a fixed percentile of this distribution reduces the dependence of recurrence characteristics on the embedding dimension in comparison with other commonly used threshold selection methods. Numerical investigations on some paradigmatic model systems with time-dependent parameters support these empirical findings.

Introduction to Focus Issue: Complex network perspectives on flow systems.

During the last few years, complex network approaches have demonstrated their great potentials as versatile tools for exploring the structural as well as dynamical properties of dynamical systems from a variety of different fields. Among others, recent successful examples include (i) functional (correlation) network approaches to infer hidden statistical interrelationships between macroscopic regions of the human brain or the Earth's climate system, (ii) Lagrangian flow networks allowing to trace dynamically relevant fluid-flow structures in atmosphere, ocean or, more general, the phase space of complex systems, and (iii) time series networks unveiling fundamental organization principles of dynamical systems. In this spirit, complex network approaches have proven useful for data-driven learning of dynamical processes (like those acting within and between sub-components of the Earth's climate system) that are hidden to other analysis techniques. This Focus Issue presents a collection of contributions addressing the description of flows and associated transport processes from the network point of view and its relationship to other approaches which deal with fluid transport and mixing and/or use complex network techniques.

Edge anisotropy and the geometric perspective on flow networks.

Spatial networks have recently attracted great interest in various fields of research. While the traditional network-theoretic viewpoint is commonly restricted to their topological characteristics (often disregarding the existing spatial constraints), this work takes a geometric perspective, which considers vertices and edges as objects in a metric space and quantifies the corresponding spatial distribution and alignment. For this purpose, we introduce the concept of edge anisotropy and define a class of measures characterizing the spatial directedness of connections. Specifically, we demonstrate that the local anisotropy of edges incident to a given vertex provides useful information about the local geometry of geophysical flows based on networks constructed from spatio-temporal data, which is complementary to topological characteristics of the same flow networks. Taken both structural and geometric viewpoints together can thus assist the identification of underlying flow structures from observations of scalar variables.