Transmission of linear regression patterns between time series: from relationship in time series to complex networks

Phys Rev E Stat Nonlin Soft Matter Phys. 2014 Jul;90(1):012818. doi: 10.1103/PhysRevE.90.012818. Epub 2014 Jul 31.

Abstract

The linear regression parameters between two time series can be different under different lengths of observation period. If we study the whole period by the sliding window of a short period, the change of the linear regression parameters is a process of dynamic transmission over time. We tackle fundamental research that presents a simple and efficient computational scheme: a linear regression patterns transmission algorithm, which transforms linear regression patterns into directed and weighted networks. The linear regression patterns (nodes) are defined by the combination of intervals of the linear regression parameters and the results of the significance testing under different sizes of the sliding window. The transmissions between adjacent patterns are defined as edges, and the weights of the edges are the frequency of the transmissions. The major patterns, the distance, and the medium in the process of the transmission can be captured. The statistical results of weighted out-degree and betweenness centrality are mapped on timelines, which shows the features of the distribution of the results. Many measurements in different areas that involve two related time series variables could take advantage of this algorithm to characterize the dynamic relationships between the time series from a new perspective.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Algorithms
  • Linear Models*
  • Pattern Recognition, Automated / methods*
  • Time Factors