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Real-world non-autonomous systems are open, out-of-equilibrium systems that evolve in and are driven by temporally varying environments. Such systems can show multiple timescale and transient dynamics together with transitions to very different and, at times, even disastrous dynamical regimes. Since such critical transitions disrupt the systems' intended or desired functionality, it is crucial to understand the underlying mechanisms, to identify precursors of such transitions and to reliably detect them in time series of suitable system observables to enable forecasts. This review critically assesses the various steps of investigation involved in time-series-analysis-based detection of critical transitions in real-world non-autonomous systems: from the data recording to evaluating the reliability of offline and online detections. It will highlight pros and cons to stimulate further developments, which would be necessary to advance understanding and forecasting nonlinear behavior such as critical transitions in complex systems., Comment: 14 pages, 5 figures

We investigate topological and spectral properties of models of European and US-American power grids and of paradigmatic network models as well as their implications for the synchronization dynamics of phase oscillators with heterogeneous natural frequencies. We employ the complex-valued order parameter --~a widely-used indicator for phase ordering~-- to assess the synchronization dynamics and observe the order parameter to exhibit either constant or periodic or non-periodic, possibly chaotic temporal evolutions for a given coupling strength but depending on initial conditions and the systems' disorder. Interestingly, both topological and spectral characteristics of the power grids point to a diminished capability of these networks to support a temporarily stable synchronization dynamics. We find non-trivial commonalities between the synchronization dynamics of oscillators on seemingly opposing topologies., Comment: 8 pages, 8 figures, accepted by Chaos

Constructing networks from empirical time series data is often faced with the as yet unsolved issue of how to avoid potentially superfluous network constituents. Such constituents can result, e.g., from spatial and temporal oversampling of the system's dynamics, and neglecting them can lead to severe misinterpretations of network characteristics ranging from global to local scale. We derive a perturbation-based method to identify potentially superfluous network constituents that makes use of vertex and edge centrality concepts. We investigate the suitability of our approach through analyses of weighted small-world, scale-free, random, and complete networks., Comment: 15 pages, 8 figures

Stochastic processes are encountered in many contexts, ranging from generation sizes of bacterial colonies and service times in a queueing system to displacements of Brownian particles and frequency fluctuations in an electrical power grid. If such processes are Markov, then their probability distribution is governed by the Kramers-Moyal (KM) equation, a partial differential equation that involves an infinite number of coefficients, which depend on the state variable. The KM coefficients must be evaluated based on measured time series for a data-driven reconstruction of the governing equations for the stochastic dynamics. We present an accurate method of computing the KM coefficients, which relies on computing the coefficients' conditional moments based on the statistical moments of the time series. The method's advantages over state-of-the-art approaches are demonstrated by investigating prototypical stochastic processes with well-known properties., Comment: matches published version (New Journal of Physics)

Ordinal time series analysis is based on the idea to map time series to ordinal patterns, i.e., order relations between the values of a time series and not the values themselves, as introduced in 2002 by C. Bandt and B. Pompe. Despite a resulting loss of information, this approach captures meaningful information about the temporal structure of the underlying system dynamics as well as about properties of interactions between coupled systems. This - together with its conceptual simplicity and robustness against measurement noise - makes ordinal time series analysis well suited to improve characterization of the still poorly understood spatial-temporal dynamics of the human brain. This minireview briefly summarizes the state-of-the-art of uni- and bivariate ordinal time-series-analysis techniques together with applications in the neurosciences. It will highlight current limitations to stimulate further developments which would be necessary to advance characterization of evolving functional brain networks., Comment: 8 pages, 2 figures

With the aim of improving the reconstruction of stochastic evolution equations from empirical time-series data, we derive a full representation of the generator of the Kramers-Moyal operator via a power-series expansion of the exponential operator. This expansion is necessary for deriving the different terms in a stochastic differential equation. With the full representation of this operator, we are able to separate finite-time corrections of the power-series expansion of arbitrary order into terms with and without derivatives of the Kramers-Moyal coefficients. We arrive at a closed-form solution expressed through conditional moments, which can be extracted directly from time-series data with a finite sampling intervals. We provide all finite-time correction terms for parametric and non-parametric estimation of the Kramers-Moyal coefficients for discontinuous processes which can be easily implemented - employing Bell polynomials - in time-series analyses of stochastic processes. With exemplary cases of insufficiently sampled diffusion and jump-diffusion processes, we demonstrate the advantages of our arbitrary-order finite-time corrections and their impact in distinguishing diffusion and jump-diffusion processes strictly from time-series data., Comment: 15 pages, 2 figues

We evaluate the significance of a recently proposed bivariate jump-diffusion model for a data-driven characterization of interactions between complex dynamical systems. For various coupled and non-coupled jump-diffusion processes, we find that the inevitably finite sampling interval of time-series data negatively affects the reconstruction accuracy of higher-order conditional moments that are required to reconstruct the underlying jump-diffusion equations. We derive correction terms for conditional moments in higher orders of the sampling interval and demonstrate their suitability to strongly enhance the data-driven reconstruction accuracy., Comment: 17 pages, 4 figures

The collective dynamics of complex networks of FitzHugh-Nagumo units exhibits rare and recurrent events of high amplitude (extreme events) that are preceded by so-called proto-events during which a certain fraction of the units become excited. Although it is well known that a sufficiently large fraction of excited units is required to turn a proto-event into an extreme event, it is not yet clear how the other units are being recruited into the final generation of an extreme event. Addressing this question and mimicking typical experimental situations, we investigate the centrality of edges in time-dependent interaction networks. We derived these networks from time series of the units' dynamics employing a widely used bivariate analysis technique. Using our recently proposed edge centrality concepts together with an edge-based network decomposition technique, we observe that the recruitment is primarily facilitated by sets of certain edges that have no equivalent in the underlying topology. Our finding might aid to improve the understanding of generation of extreme events in natural networked dynamical systems., Comment: 8 pages, 5 figures

Centrality is one of the most fundamental metrics in network science. Despite an abundance of methods for measuring centrality of individual vertices, there are by now only a few metrics to measure centrality of individual edges. We modify various, widely used centrality concepts for vertices to those for edges, in order to find which edges in a network are important between other pairs of vertices. Focusing on the importance of edges, we propose an edge-centrality-based network decomposition technique to identify a hierarchy of sets of edges, where each set is associated with a different level of importance. We evaluate the efficiency of our methods using various paradigmatic network models and apply the novel concepts to identify important edges and important sets of edges in a commonly used benchmark model in social network analysis as well as in evolving epileptic brain networks., Comment: 15 pages, 13 figures, published version

There is a ongoing debate whether generic early warning signals for critical transitions exist that can be applied across diverse systems. The human epileptic brain is often considered as a prototypical system, given the devastating and, at times, even life-threatening nature of the extreme event epileptic seizure. More than three decades of international effort has successfully identified predictors of imminent seizures. However, the suitability of typically applied early warning indicators for critical slowing down, namely variance and lag-1 autocorrelation, for indexing seizure susceptibility is still controversially discussed. Here, we investigated long-term, multichannel recordings of brain dynamics from 28 subjects with epilepsy. Using a surrogate-based evaluation procedure of sensitivity and specificity of time-resolved estimates of early warning indicators, we found no evidence for critical slowing down prior to 105 epileptic seizures., Comment: 6 pages, 3 figures

We introduce the bivariate jump-diffusion process, comprising two-dimensional diffusion and two-dimensional jumps, that can be coupled to one another. We present a data-driven, non-parametric estimation procedure of higher-order (up to 8) Kramers-Moyal coefficients that allows one to reconstruct relevant aspects of the underlying jump-diffusion processes and to recover the underlying parameters. The procedure is validated with numerically integrated data using synthetic bivariate time series from continuous and discontinuous processes. We further evaluate the possibility of estimating the parameters of the jump-diffusion model via data-driven analyses of the higher-order Kramers-Moyal coefficients, and the limitations arising from the scarcity of points in the data or disproportionate parameters in the system., Comment: 13 pages, 9 figures

We propose an analytical approach to study non-Markov random walks by employing an exact enumeration method. Using the method, we derive an exact expansion for the first-passage time (FPT) distribution for any continuous, differentiable non-Markov random walk with Gaussian or non-Gaussian multivariate distribution. As an example, we study the FPT distribution of a fractional Brownian motion with a Hurst exponent $H\in(1/2,1)$ that describes numerous non-Markov stochastic phenomena in physics, biology and geology, and for which the limit $H=1/2$ represents a Markov process., Comment: 23 pages, 4 figures, 1 table and 5 appendices. Published version

We study numerically the dynamics of a network of all-to-all-coupled, identical sub-networks consisting of diffusively coupled, non-identical FitzHugh--Nagumo oscillators. For a large range of within- and between-network couplings, the network exhibits a variety of dynamical behaviors, previously described for single, uncoupled networks. We identify a region in parameter space in which the interplay of within- and between-network couplings allows for a richer dynamical behavior than can be observed for a single sub-network. Adjoining this atypical region, our network of networks exhibits transitions to multistability. We elucidate bifurcations governing the transitions between the various dynamics when crossing this region and discuss how varying the couplings affects the effective structure of our network of networks. Our findings indicate that reducing a network of networks to a single (but bigger) network might be not accurate enough to properly understand the complexity of its dynamics., Comment: 8 figures

There is increasing evidence for specific cortical and subcortical large-scale human epileptic networks to be involved in the generation, spread, and termination of not only primary generalized but also focal onset seizures. The complex dynamics of such networks has been studied with methods of analysis from graph theory. In addition to investigating network-specific characteristics, recent studies aim to determine the functional role of single nodes---such as the epileptic focus---in epileptic brain networks and their relationship to ictogenesis. Utilizing the concept of betweenness centrality to assess the importance of network nodes, previous studies reported the epileptic focus to be of highest importance prior to seizures, which would support the notion of a network hub that facilitates seizure activity. We performed a time-resolved analysis of various aspects of node importance in epileptic brain networks derived from long-term, multi-channel, intracranial electroencephalographic recordings from an epilepsy patient. Our preliminary findings indicate that the epileptic focus is not consistently the most important network node, but node importance may drastically vary over time.

Bursting neurons are considered to be a potential cause of over-excitability and seizure susceptibility. The functional influence of these neurons in extended epileptic networks is still poorly understood. There is mounting evidence that the dynamics of neuronal networks is influenced not only by neuronal and synaptic properties but also by network topology. We investigate numerically the influence of different neuron dynamics on global synchrony in neuronal networks with complex connection topologies.

Inferring strength and direction of interactions from electroencephalographic (EEG) recordings is of crucial importance to improve our understanding of dynamical interdependencies underlying various physiologic and pathophysiologic conditions in the human epileptic brain. We here use approaches from symbolic analysis to investigate---in a time-resolved manner---weighted and directed, short- to long-ranged interactions between various brain regions constituting the epileptic network. Our observations point to complex spatial-temporal interdependencies underlying the epileptic process and their role in the generation of epileptic seizures, despite the massive reduction of the complex information content of multi-day, multi-channel EEG recordings through symbolisation. We discuss limitations and potential future improvements of this approach.

We propose a straightforward extension of symbolic transfer entropy to enable the investigation of delayed directional relationships between coupled dynamical systems from time series. Analyzing time series from chaotic model systems, we demonstrate the applicability and limitations of our approach. Our findings obtained from applying our method to infer delayed directed interactions in the human epileptic brain underline the importance of our approach for improving the construction of functional network structures from data.

We advance our approach of analyzing the dynamics of interacting complex systems with the nonlinear dynamics of interacting nonlinear elements. We replace the widely used lattice-like connection topology of cellular neural networks (CNN) by complex topologies that include both short- and long-ranged connections. With an exemplary time-resolved analysis of asymmetric nonlinear interdependences between the seizure generating area and its immediate surrounding we provide first evidence for complex CNN connection topologies to allow for a faster network optimization together with an improved approximation accuracy of directed interactions.

We investigate the suitability of selected measures of complexity based on recurrence quantification analysis and recurrence networks for an identification of pre-seizure states in multi-day, multi-channel, invasive electroencephalographic recordings from five epilepsy patients. We employ several statistical techniques to avoid spurious findings due to various influencing factors and due to multiple comparisons and observe precursory structures in three patients. Our findings indicate a high congruence among measures in identifying seizure precursors and emphasize the current notion of seizure generation in large-scale epileptic networks. A final judgment of the suitability for field studies, however, requires evaluation on a larger database., Comment: 7 pages, 4 figures

We report on self-induced switchings between multiple distinct space--time patterns in the dynamics of a spatially extended excitable system. These switchings between low-amplitude oscillations, nonlinear waves, and extreme events strongly resemble a random process, although the system is deterministic. We show that a chaotic saddle -- which contains all the patterns as well as channel-like structures that mediate the transitions between them -- is the backbone of such a pattern switching dynamics. Our analyses indicate that essential ingredients for the observed phenomena are that the system behaves like an inhomogeneous oscillatory medium that is capable of self-generating spatially localized excitations and that is dominated by short-range connections but also features long-range connections. With our findings, we present an alternative to the well-known ways to obtain self-induced pattern switching, namely noise-induced attractor hopping, heteroclinic orbits, and adaptation to an external signal. This alternative way can be expected to improve our understanding of pattern switchings in spatially extended natural dynamical systems like the brain and the heart.

Purpose: Research into epileptic networks has recently allowed deeper insights into the epileptic process. Here we investigated the importance of individual network nodes for seizure dynamics. Methods: We analysed intracranial electroencephalographic recordings of 86 focal seizures with different anatomical onset locations. With time-resolved correlation analyses, we derived a sequence of weighted epileptic networks spanning the pre-ictal, ictal, and post-ictal period, and each recording site represents a network node. We assessed node importance with commonly used centrality indices that take into account different network properties. Results: A high variability of temporal evolution of node importance was observed, both intra- and interindividually. Nevertheless, nodes near and far off the seizure onset zone (SOZ) were rated as most important for seizure dynamics more often (65% of cases) than nodes from within the SOZ (35% of cases). Conclusion: Our findings underline the high relevance of brain outside of the SOZ but within the large-scale epileptic network for seizure dynamics. Knowledge about these network constituents may elucidate targets for individualised therapeutic interventions that aim at preventing seizure generation and spread., Comment: In press (Seizure)

We investigate the relative merit of phase-based methods---mean phase coherence, unweighted and weighted phase lag index---for estimating the strength of interactions between dynamical systems from empirical time series which are affected by common sources and noise. By numerically analyzing the interaction dynamics of coupled model systems, we compare these methods to each other with respect to their ability to distinguish between different levels of coupling for various simulated experimental situations. We complement our numerical studies by investigating consistency and temporal variations of the strength of interactions within and between brain regions using intracranial electroencephalographic recordings from an epilepsy patient. Our findings indicate that the unweighted and weighted phase lag index are less prone to the influence of common sources but that this advantage may lead to constrictions limiting the applicability of these methods.

Systems of FitzHugh-Nagumo units with different coupling topologies are capable of self-generating and -terminating strong deviations from their regular dynamics that can be regarded as extreme events due to their rareness and recurrent occurrence. Here we demonstrate the crucial role of an interior crisis in the emergence of extreme events. In parameter space we identify this interior crisis as the organizing center of the dynamics by employing concepts of mixed-mode oscillations and of leaking chaotic systems. We find that extreme events occur in certain regions in parameter space, and we show the robustness of this phenomenon with respect to the system size.

Graph-theoretical analyses of complex brain networks is a rapidly evolving field with a strong impact for neuroscientific and related clinical research. Due to a number of confounding variables, however, a reliable and meaningful characterization of particularly functional brain networks is a major challenge. Addressing this problem, we present an analysis approach for weighted networks that makes use of surrogate networks with preserved edge weights or vertex strengths. We first investigate whether characteristics of weighted networks are influenced by trivial properties of the edge weights or vertex strengths (e.g., their standard deviations). If so, these influences are then effectively segregated with an appropriate surrogate normalization of the respective network characteristic. We demonstrate this approach by re-examining, in a time-resolved manner, weighted functional brain networks of epilepsy patients and control subjects derived from simultaneous EEG/MEG recordings during different behavioral states. We show that this surrogate-assisted analysis approach reveals complementary information about these networks, can aid with their interpretation, and thus can prevent deriving inappropriate conclusions.

We present and analyze deterministic complex networks of pulse-coupled oscillators that exhibits recurrent events comprised of an increase and a decline in synchrony. Events emerging from the networks may form an oscillatory behavior or may be separated by periods of asynchrony with varying duration. The phenomenon is specific to spatial networks with both short- and long-ranged connections and requires delayed interactions and refractoriness of oscillators., Comment: 5 pages, 4 figures

We propose a population model for $\delta$-pulse-coupled oscillators with sparse connectivity. The model is given as an evolution equation for the phase density which take the form of a partial differential equation with a non-local term. We discuss the existence and stability of stationary solutions and exemplify our approach for integrate-and-fire-like oscillators. While for strong couplings, the firing rate of stationary solutions diverges and solutions disappear, small couplings allow for partially synchronous states which emerge at a supercritical Andronov-Hopf bifurcation., Comment: 6 pages, 2 figures

We assess electrical brain dynamics before, during, and after one-hundred human epileptic seizures with different anatomical onset locations by statistical and spectral properties of functionally defined networks. We observe a concave-like temporal evolution of characteristic path length and cluster coefficient indicative of a movement from a more random toward a more regular and then back toward a more random functional topology. Surprisingly, synchronizability was significantly decreased during the seizure state but increased already prior to seizure end. Our findings underline the high relevance of studying complex systems from the view point of complex networks, which may help to gain deeper insights into the complicated dynamics underlying epileptic seizures.

We study deterministic systems, composed of excitable units of FitzHugh-Nagumo type, that are capable of self-generating and self-terminating strong deviations from their regular dynamics without the influence of noise or parameter change. These deviations are rare, short-lasting, and recurrent and can therefore be regarded as extreme events. Employing a range of methods we analyze dynamical properties of the systems, identifying features in the systems' dynamics that may qualify as precursors to extreme events. We investigate these features and elucidate mechanisms that may be responsible for the generation of the extreme events.

We investigate assortativity of functional brain networks before, during, and after one-hundred epileptic seizures with different anatomical onset locations. We construct binary functional networks from multi-channel electroencephalographic data recorded from 60 epilepsy patients, and from time-resolved estimates of the assortativity coefficient we conclude that positive degree-degree correlations are inherent to seizure dynamics. While seizures evolve, an increasing assortativity indicates a segregation of the underlying functional network into groups of brain regions that are only sparsely interconnected, if at all. Interestingly, assortativity decreases already prior to seizure end. Together with previous observations of characteristic temporal evolutions of global statistical properties and synchronizability of epileptic brain networks, our findings may help to gain deeper insights into the complicated dynamics underlying generation, propagation, and termination of seizures., Comment: 10 pages, 3 figures

Network theory provides novel concepts that promise an improved characterization of interacting dynamical systems. Within this framework, evolving networks can be considered as being composed of nodes, representing systems, and of time-varying edges, representing interactions between these systems. This approach is highly attractive to further our understanding of the physiological and pathophysiological dynamics in human brain networks. Indeed, there is growing evidence that the epileptic process can be regarded as a large-scale network phenomenon. We here review methodologies for inferring networks from empirical time series and for a characterization of these evolving networks. We summarize recent findings derived from studies that investigate human epileptic brain networks evolving on timescales ranging from few seconds to weeks. We point to possible pitfalls and open issues, and discuss future perspectives., Comment: In press (Physica D)

We investigate numerically the collective dynamical behavior of pulse-coupled non-leaky integrate-and-fire-neurons that are arranged on a two-dimensional small-world network. To ensure ongoing activity, we impose a probability for spontaneous firing for each neuron. We study network dynamics evolving from different sets of initial conditions in dependence on coupling strength and rewiring probability. Beside a homogeneous equilibrium state for low coupling strength, we observe different local patterns including cyclic waves, spiral waves, and turbulent-like patterns, which -- depending on network parameters -- interfere with the global collective firing of the neurons. We attribute the various network dynamics to distinct regimes in the parameter space. For the same network parameters different network dynamics can be observed depending on the set of initial conditions only. Such a multistable behavior and the interplay between local pattern formation and global collective firing may be attributable to the spatiotemporal dynamics of biological networks.

We present Conedy, a performant scientific tool to numerically investigate dynamics on complex networks. Conedy allows to create networks and provides automatic code generation and compilation to ensure performant treatment of arbitrary node dynamics. Conedy can be interfaced via an internal script interpreter or via a Python module.

We investigate interaction networks that we derive from multivariate time series with methods frequently employed in diverse scientific fields such as biology, quantitative finance, physics, earth and climate sciences, and the neurosciences. Mimicking experimental situations, we generate time series with finite length and varying frequency content but from independent stochastic processes. Using the correlation coefficient and the maximum cross-correlation, we estimate interdependencies between these time series. With clustering coefficient and average shortest path length, we observe unweighted interaction networks, derived via thresholding the values of interdependence, to possess non-trivial topologies as compared to Erd\H{o}s-R\'{e}nyi networks, which would indicate small-world characteristics. These topologies reflect the mostly unavoidable finiteness of the data, which limits the reliability of typically used estimators of signal interdependence. We propose random networks that are tailored to the way interaction networks are derived from empirical data. Through an exemplary investigation of multichannel electroencephalographic recordings of epileptic seizures - known for their complex spatial and temporal dynamics - we show that such random networks help to distinguish network properties of interdependence structures related to seizure dynamics from those spuriously induced by the applied methods of analysis.

We propose a Markov chain method to efficiently generate 'surrogate networks' that are random under the constraint of given vertex strengths. With these strength-preserving surrogates and with edge-weight-preserving surrogates we investigate the clustering coefficient and the average shortest path length of functional networks of the human brain as well as of the International Trade Networks. We demonstrate that surrogate networks can provide additional information about network-specific characteristics and thus help interpreting empirical weighted networks., Comment: 11 pages, 5 figures

We consider recent reports on small-world topologies of interaction networks derived from the dynamics of spatially extended systems that are investigated in diverse scientific fields such as neurosciences, geophysics, or meteorology. With numerical simulations that mimic typical experimental situations we have identified an important constraint when characterizing such networks: indications of a small-world topology can be expected solely due to the spatial sampling of the system along with commonly used time series analysis based approaches to network characterization.

We investigate two recently proposed multivariate time series analysis techniques that aim at detecting phase synchronization clusters in spatially extended, nonstationary systems with regard to field applications. The starting point of both techniques is a matrix whose entries are the mean phase coherence values measured between pairs of time series. The first method is a mean field approach which allows to define the strength of participation of a subsystem in a single synchronization cluster. The second method is based on an eigenvalue decomposition from which a participation index is derived that characterizes the degree of involvement of a subsystem within multiple synchronization clusters. Simulating multiple clusters within a lattice of coupled Lorenz oscillators we explore the limitations and pitfalls of both methods and demonstrate (a) that the mean field approach is relatively robust even in configurations where the single cluster assumption is not entirely fulfilled, and (b) that the eigenvalue decomposition approach correctly identifies the simulated clusters even for low coupling strengths. Using the eigenvalue decomposition approach we studied spatiotemporal synchronization clusters in long-lasting multichannel EEG recordings from epilepsy patients and obtained results that fully confirm findings from well established neurophysiological examination techniques. Multivariate time series analysis methods such as synchronization cluster analysis that account for nonlinearities in the data are expected to provide complementary information which allows to gain deeper insights into the collective dynamics of spatially extended complex systems.