Detecting the relationships among multivariate time series using reduced auto-regressive modeling.

An information theoretic reduction of auto-regressive modeling called the Reduced Auto-Regressive (RAR) modeling is applied to several multivariate time series as a method to detect the relationships among the components in the time series. The results are compared with the results of the transfer entropy, one of the common techniques for detecting causal relationships. These common techniques are pairwise by definition and could be inappropriate in detecting the relationships in highly complicated dynamical systems. When the relationships between the dynamics of the components are linear and the time scales in the fluctuations of each component are in the same order of magnitude, the results of the RAR model and the transfer entropy are consistent. When the time series contain components that have large differences in the amplitude and the time scales of fluctuation, however, the transfer entropy fails to detect the correct relationships between the components, while the results of the RAR modeling are still correct. For a highly complicated dynamics such as human brain activity observed by electroencephalography measurements, the results of the transfer entropy are drastically different from those of the RAR modeling.

Long-range correlation properties of stationary linear models with mixed periodicities.

We consider the problem of (stationary and linear) source systems which generate time series data with long-range correlations. We use the discrete Fourier transform (DFT) and build stationary linear models using artificial time series data exhibiting a 1/f spectrum, where the models can include only terms that contribute significantly to the model as assessed by information criteria. The result is that the optimal (best) model is only composed of mixed periodicities [that is, the model does not include all (continuous) periodicities] and the time series data generated by the model exhibit a clear 1/f spectrum in a wide frequency range. It is considered that as the 1/f spectrum is a consequence of the contributions of all periods, consecutive periods are indispensable to generate such data by stationary linear models. However, the results indicate that there are cases where this expectation is not always met. These results also imply that although we can know linear features of time series data using the DFT, we always cannot substantially infer the type of the source system, even if the system is stationary linear.

Robustness analysis of bimodal networks in the whole range of degree correlation.

We present an exact analysis of the physical properties of bimodal networks specified by the two peak degree distribution fully incorporating the degree-degree correlation between node connections. The structure of the correlated bimodal network is uniquely determined by the Pearson coefficient of the degree correlation, keeping its degree distribution fixed. The percolation threshold and the giant component fraction of the correlated bimodal network are analytically calculated in the whole range of the Pearson coefficient from -1 to 1 against two major types of node removal, which are the random failure and the degree-based targeted attack. The Pearson coefficient for next-nearest-neighbor pairs is also calculated, which always takes a positive value even when the correlation between nearest-neighbor pairs is negative. From the results, it is confirmed that the percolation threshold is a monotonically decreasing function of the Pearson coefficient for the degrees of nearest-neighbor pairs increasing from -1 and 1 regardless of the types of node removal. In contrast, the node fraction of the giant component for bimodal networks with positive degree correlation rapidly decreases in the early stage of random failure, while that for bimodal networks with negative degree correlation remains relatively large until the removed node fraction reaches the threshold. In this sense, bimodal networks with negative degree correlation are more robust against random failure than those with positive degree correlation.

Constructing networks from a dynamical system perspective for multivariate nonlinear time series.

We describe a method for constructing networks for multivariate nonlinear time series. We approach the interaction between the various scalar time series from a deterministic dynamical system perspective and provide a generic and algorithmic test for whether the interaction between two measured time series is statistically significant. The method can be applied even when the data exhibit no obvious qualitative similarity: a situation in which the naive method utilizing the cross correlation function directly cannot correctly identify connectivity. To establish the connectivity between nodes we apply the previously proposed small-shuffle surrogate (SSS) method, which can investigate whether there are correlation structures in short-term variabilities (irregular fluctuations) between two data sets from the viewpoint of deterministic dynamical systems. The procedure to construct networks based on this idea is composed of three steps: (i) each time series is considered as a basic node of a network, (ii) the SSS method is applied to verify the connectivity between each pair of time series taken from the whole multivariate time series, and (iii) the pair of nodes is connected with an undirected edge when the null hypothesis cannot be rejected. The network constructed by the proposed method indicates the intrinsic (essential) connectivity of the elements included in the system or the underlying (assumed) system. The method is demonstrated for numerical data sets generated by known systems and applied to several experimental time series.

Robustness of cooperation on scale-free networks under continuous topological change.

In this paper, we numerically investigate the robustness of cooperation clusters in prisoner's dilemma played on scale-free networks, where the network topologies change by continuous removal and addition of nodes. Each removal and addition can be either random or intentional. We therefore have four different strategies in changing network topology: random removal and random addition (RR), random removal and preferential addition (RP), targeted removal and random addition (TR), and targeted removal and preferential addition (TP). We find that cooperation clusters are most fragile against TR, while they are most robust against RP, even for large values of the temptation coefficient for defection. The effect of the degree mixing pattern of the network is not the primary factor for the robustness of cooperation under continuous change in network topology, which is quite different from the cases observed in static networks. Cooperation clusters become more robust as the number of links of hubs occupied by cooperators increase. Our results might infer the fact that a huge variety of individuals is needed for maintaining global cooperation in social networks in the real world where each node representing an individual is constantly removed and added.

Robustness of onionlike correlated networks against targeted attacks.

Recently, it was found by Schneider et al. [Proc. Natl. Acad. Sci. USA 108, 3838 (2011)], using simulations, that scale-free networks with "onion structure" are very robust against targeted high degree attacks. The onion structure is a network where nodes with almost the same degree are connected. Motivated by this work, we propose and analyze, based on analytical considerations, an onionlike candidate for a nearly optimal structure against simultaneous random and targeted high degree node attacks. The nearly optimal structure can be viewed as a set of hierarchically interconnected random regular graphs,the degrees and populations of whose nodes are specified by the degree distribution. This network structure exhibits an extremely assortative degree-degree correlation and has a close relationship to the "onion structure." After deriving a set of exact expressions that enable us to calculate the critical percolation threshold and the giant component of a correlated network for an arbitrary type of node removal, we apply the theory to the cases of random scale-free networks that are highly vulnerable against targeted high degree node removal. Our results show that this vulnerability can be significantly reduced by implementing this onionlike type of degree-degree correlation without much undermining the almost complete robustness against random node removal. We also investigate in detail the robustness enhancement due to assortative degree-degree correlation by introducing a joint degree-degree probability matrix that interpolates between an uncorrelated network structure and the onionlike structure proposed here by tuning a single control parameter. The optimal values of the control parameter that maximize the robustness against simultaneous random and targeted attacks are also determined. Our analytical calculations are supported by numerical simulations.

Optimization of the robustness of multimodal networks.

We investigate the robustness against both random and targeted node removal of networks in which P(k), the distribution of nodes with degree k, is a multimodal distribution, [formula--see text] with k(i) proportional to b -(i-1) and Dirac's delta function delta (x). We refer to this type of network as a scale-free multimodal network. For m=2, the network is a bimodal network; in the limit m approaches infinity, the network models a scale-free network. We calculate and optimize the robustness for given values of the number of modes m, the total number of nodes N, and the average degree , using analytical formulas for the random and targeted node removal thresholds for network collapse. We find, when N>>1, that (i) the robustness against random and targeted node removal for this multimodal network is controlled by a single combination of variables, N(1/m-1), (ii) the robustness of the multimodal network against targeted node removal decreases rapidly when the number of modes becomes larger than a critical value that is of the order of 1n N, and (iii) the values of exponent lambda(opt) that characterizes the scale-free degree distribution of the multimodal network that maximize the robustness against both random and targeted node removal fall between 2.5 and 3.