TY - THES A1 - Vega, Iliusi T1 - Reconstruction and analysis of the state space for the identification of dynamical states in real-world time-series Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:188-fudissthesis000000104520-1 ER - TY - JOUR A1 - Vega, Iliusi A1 - Schütte, Christof A1 - Conrad, Tim T1 - Finding metastable states in real-world time series with recurrence networks JF - Physica A: Statistical Mechanics and its Applications N2 - 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. Y1 - 2016 U6 - https://doi.org/10.1016/j.physa.2015.10.041 VL - 445 SP - 1 EP - 17 ER -