@phdthesis{Vega, author = {Vega, Iliusi}, title = {Reconstruction and analysis of the state space for the identification of dynamical states in real-world time-series}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:188-fudissthesis000000104520-1}, language = {en} } @article{VegaSchuetteConrad, author = {Vega, Iliusi and Sch{\"u}tte, Christof and Conrad, Tim}, title = {Finding metastable states in real-world time series with recurrence networks}, series = {Physica A: Statistical Mechanics and its Applications}, volume = {445}, journal = {Physica A: Statistical Mechanics and its Applications}, doi = {10.1016/j.physa.2015.10.041}, pages = {1 -- 17}, abstract = {In the framework of time series analysis with recurrence networks, we introduce a self-adaptive method that determines the elusive recurrence threshold and identifies metastable states in complex real-world time series. As initial step, we introduce a way to set the embedding parameters used to reconstruct the state space from the time series. We set them as the ones giving the maximum Shannon entropy of the diagonal line length distribution for the first simultaneous minima of recurrence rate and Shannon entropy. To identify metastable states, as well as the transitions between them, we use a soft partitioning algorithm for module finding which is specifically developed for the case in which a system shows metastability. We illustrate our method with a complex time series example. Finally, we show the robustness of our method for identifying metastable states. Our results suggest that our method is robust for identifying metastable states in complex time series, even when introducing considerable levels of noise and missing data points.}, language = {en} } @misc{VegaSchuetteConrad, author = {Vega, Iliusi and Sch{\"u}tte, Christof and Conrad, Tim}, title = {SAIMeR: Self-adapted method for the identification of metastable states in real-world time series}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-50130}, abstract = {In the framework of time series analysis with recurrence networks, we introduce SAIMeR, a heuristic self-adapted method that determines the elusive recurrence threshold and identifies metastable states in complex time series. To identify metastable states as well as the transitions between them, we use graph theory concepts and a fuzzy partitioning clustering algorithm. We illustrate SAIMeR by applying it to three real-world time series and show that it is able to identify metastable states in real-world data with noise and missing data points. Finally, we suggest a way to choose the embedding parameters used to construct the state space in which this method is performed, based on the analysis of how the values of these parameters affect two recurrence quantitative measurements: recurrence rate and entropy.}, language = {en} }