Detecting the relationships among multivariate time series using reduced auto-regressive modeling.

An information theoretic reduction of auto-regressive modeling called the Reduced Auto-Regressive (RAR) modeling is applied to several multivariate time series as a method to detect the relationships among the components in the time series. The results are compared with the results of the transfer entropy, one of the common techniques for detecting causal relationships. These common techniques are pairwise by definition and could be inappropriate in detecting the relationships in highly complicated dynamical systems.

Long-range correlation properties of stationary linear models with mixed periodicities.

We consider the problem of (stationary and linear) source systems which generate time series data with long-range correlations. We use the discrete Fourier transform (DFT) and build stationary linear models using artificial time series data exhibiting a 1/f spectrum, where the models can include only terms that contribute significantly to the model as assessed by information criteria. The result is that the optimal (best) model is only composed of mixed periodicities [that is, the model does not include all (continuous) periodicities] and the time series data generated by the model exhibit a clear 1/f spectrum in a wide frequency range.

Robustness analysis of bimodal networks in the whole range of degree correlation.

We present an exact analysis of the physical properties of bimodal networks specified by the two peak degree distribution fully incorporating the degree-degree correlation between node connections. The structure of the correlated bimodal network is uniquely determined by the Pearson coefficient of the degree correlation, keeping its degree distribution fixed. The percolation threshold and the giant component fraction of the correlated bimodal network are analytically calculated in the whole range of the Pearson coefficient from -1 to 1 against two major types of node removal, which are the random failure and the degree-based targeted attack.

Constructing networks from a dynamical system perspective for multivariate nonlinear time series.

We describe a method for constructing networks for multivariate nonlinear time series. We approach the interaction between the various scalar time series from a deterministic dynamical system perspective and provide a generic and algorithmic test for whether the interaction between two measured time series is statistically significant. The method can be applied even when the data exhibit no obvious qualitative similarity: a situation in which the naive method utilizing the cross correlation function directly cannot correctly identify connectivity.

Robustness of cooperation on scale-free networks under continuous topological change.

In this paper, we numerically investigate the robustness of cooperation clusters in prisoner's dilemma played on scale-free networks, where the network topologies change by continuous removal and addition of nodes. Each removal and addition can be either random or intentional. We therefore have four different strategies in changing network topology: random removal and random addition (RR), random removal and preferential addition (RP), targeted removal and random addition (TR), and targeted removal and preferential addition (TP).

Robustness of onionlike correlated networks against targeted attacks.

Recently, it was found by Schneider et al. [Proc. Natl.

Optimization of the robustness of multimodal networks.

We investigate the robustness against both random and targeted node removal of networks in which P(k), the distribution of nodes with degree k, is a multimodal distribution, [formula--see text] with k(i) proportional to b -(i-1) and Dirac's delta function delta (x). We refer to this type of network as a scale-free multimodal network. For m=2, the network is a bimodal network; in the limit m approaches infinity, the network models a scale-free network.