Symbolic and Network-based Analysis Tools.
In the first part of the course I will do a broad introduction to dynamical systems and standard tools to analyze time series such as Fourier analysis, correlation analysis, Lyapunov exponents, fractal dimensions as well as practical examples.
Then, I will discuss several techniques for univariate analysis:
- Symbolic methods of time-series analysis, complexity and information measures.
- Spatio-temporal representation of a time-series.
- Representation of a time-series as a complex network.
The third part focuses on bivariate analysis:
- Correlation between two time series.
- Statistical similarity measures, mutual information, directionality and causality.
In the last part of the course will address Multivariate analysis:
- Representation of a set of time series as a complex network.
- Network characterization and analysis.