Complex Networks from Chaotic Time Series on Riemannian Manifold

Complex networks are important paradigms for analyzing the complex systems as they allow understanding the structural properties of systems composed of different interacting entities. In this work we propose a reliable method for constructing complex networks from chaotic time series. We first estimate the covariance matrices, then a geodesic-based distance between the covariance matrices is introduced. Consequently the network can be constructed on a Riemannian manifold where the nodes and edges correspond to the covariance matrix and geodesic-based distance, respectively. The proposed method provides us with an intrinsic geometry viewpoint to understand the time series.