论文标题

从时间序列到网络在R中使用TS2NET软件包

From Time Series to Networks in R with the ts2net Package

论文作者

Ferreira, Leonardo N.

论文摘要

网络科学将自己确立为建模时间序列和复杂系统的重要工具。这个建模过程包括将集合或单个时间序列转换为网络。节点可以代表完整的时间序列,段或单个值,而链接定义了所代表部分之间的关​​联或相似性。 R是数据科学,统计和机器学习中使用的主要编程语言之一,可提供许多软件包。但是,没有一个软件包提供将时间序列转换为网络的必要方法。本文介绍了TS2NET,这是用于将一个或多个时间序列建模为网络的R软件包。该软件包提供了时间序列距离函数,可以在超级计算机和超级计算机中轻松计算,以处理较大的数据集和方法,以将距离矩阵转换为网络。 TS2NET还提供了将单个时间序列转换为网络的方法,例如复发网络,可见性图和过渡网络。与其他软件包一起,TS2NET允许使用网络科学和图形挖掘工具从时间序列中提取信息。

Network science established itself as a prominent tool for modeling time series and complex systems. This modeling process consists of transforming a set or a single time series into a network. Nodes may represent complete time series, segments, or single values, while links define associations or similarities between the represented parts. R is one of the main programming languages used in data science, statistics, and machine learning, with many packages available. However, no single package provides the necessary methods to transform time series into networks. This paper presents ts2net, an R package for modeling one or multiple time series into networks. The package provides the time series distance functions that can be easily computed in parallel and in supercomputers to process larger data sets and methods to transform distance matrices into networks. Ts2net also provides methods to transform a single time series into a network, such as recurrence networks, visibility graphs, and transition networks. Together with other packages, ts2net permits using network science and graph mining tools to extract information from time series.

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