Networks with time structure from time series

TL;DR

This paper introduces a method to construct networks that incorporate time structure directly from time series data by transforming a linear delay model into a network topology with nodes and weighted links.

Contribution

It presents a novel approach to embed temporal information into network structures derived from time series using a deterministic model transformation.

Findings

Successfully applied to a known system

Demonstrated on two real-world time series

Shows how to encode time delays as network links

Abstract

We propose a method of constructing a network, in which its time structure is directly incorporated, based on a deterministic model from a time series. To construct such a network, we transform a linear model containing terms with different time delays into network topology. The terms in the model are translated into temporal nodes of the network. On each link connecting these nodes, we assign a positive real number representing the strength of relationship, or the "distance," between nodes specified by the parameters of the model. The method is demonstrated by a known system and applied to two actual time series.