Dynamical networks from correlations

T. Aste; T. Di Matteo

doi:10.1016/j.physa.2006.04.019

Dynamical networks from correlations

T. Aste, T. Di Matteo^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

29 Citations (Scopus)

Abstract

The extraction of relevant and meaningful information from large streams of data has become one of the major challenges for scientists working in the field of complex systems. In particular, one of the main goals is to get information about the underlying system of interactions that leads to complex collective dynamics. In this paper, we discuss how a set of relevant interactions can be extracted from the analysis of the cross-correlation matrix. We show that an active and adaptive correlation filtering procedure can be associated to the dynamics of a network which is a sort of 'hyper-molecule' warped on a D-dimensional unitary sphere.

Original language	English
Pages (from-to)	156-161
Number of pages	6
Journal	Physica A: Statistical Mechanics and its Applications
Volume	370
Issue number	1
DOIs	https://doi.org/10.1016/j.physa.2006.04.019
Publication status	Published - 1 Oct 2006

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10.1016/j.physa.2006.04.019

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KW - Time series analysis

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Dynamical networks from correlations

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