We will review some of the major results in random graphs and some of the more challenging open problems. We will cover algorithmic and structural questions. We will touch on newer models, including those related to the WWW.

Random graphs

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

Forecasting, Structural Time Series Models and the Kalman Filter

Recurrence plots for the analysis of complex systems

/pdf/introduction-to-the-modern-theory-of-dynamical-systems-1eced70mum.pdf

Introduction to the Modern Theory of Dynamical Systems

Isogenic strain construction and gene mapping in Candida albicans.

Influence of observational noise on the recurrence quantification analysis

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.

/pdf/cross-recurrence-plot-based-synchronization-of-time-series-1776fo1sdn.pdf

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 it is e.g. 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.

/pdf/cross-recurrence-plot-based-synchronization-of-time-series-2h0sz25e5n.pdf

Cross Recurrence Plot Based Synchronization of Time Series

In this paper we show that two dynamical invariants, the second order Renyi entropy and the correlation dimension, can be estimated from recurrence plots (RPs) with arbitrary embedding dimension and delay. This fact is interesting as these quantities are even invariant if no embedding is used. This is an important advantage of RPs compared to other techniques of nonlinear data analysis. These estimates for the correlation dimension and entropy are robust and, moreover, can be obtained at a low numerical cost. We exemplify our results for the Rossler system, the funnel attractor and the Mackey–Glass system. In the last part of the paper we estimate dynamical invariants for data from some fluid dynamical experiments and confirm previous evidence for low dimensional chaos in this experimental system.

/pdf/estimation-of-dynamical-invariants-without-embedding-by-2umdvpmoxr.pdf

Marco Thiel

Papers

Recurrence plots for the analysis of complex systems

Influence of observational noise on the recurrence quantification analysis

Cross recurrence plot based synchronization of time series

Cross Recurrence Plot Based Synchronization of Time Series

Estimation of dynamical invariants without embedding by recurrence plots