From Time Series to Networks in R with the ts2net Package

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.

Chronnet: a network-based model for spatiotemporal data analysis

The amount and size of spatiotemporal data sets from different domains have been rapidly increasing in the last years, which demands the development of robust and fast methods to analyze and extract information from them. In this paper, we propose a network-based model for spatiotemporal data analysis called chronnet. It consists of dividing a geometrical space into grid cells represented by nodes connected chronologically. The main goal of this model is to represent consecutive recurrent events between cells with strong links in the network. This representation permits the use of network science and graphing mining tools to extract information from spatiotemporal data. The chronnet construction process is fast, which makes it suitable for large data sets. In this paper, we describe how to use our model considering artificial and real data. For this purpose, we propose an artificial spatiotemporal data set generator to show how chronnets capture not just simple statistics, but also frequent patterns, spatial changes, outliers, and spatiotemporal clusters. Additionally, we analyze a real-world data set composed of global fire detections, in which we describe the frequency of fire events, outlier fire detections, and the seasonal activity, using a single chronnet.

Time Series Clustering via Community Detection in Networks

In this paper, we propose a technique for time series clustering using community detection in complex networks. Firstly, we present a method to transform a set of time series into a network using different distance functions, where each time series is represented by a vertex and the most similar ones are connected. Then, we apply community detection algorithms to identify groups of strongly connected vertices (called a community) and, consequently, identify time series clusters. Still in this paper, we make a comprehensive analysis on the influence of various combinations of time series distance functions, network generation methods and community detection techniques on clustering results. Experimental study shows that the proposed network-based approach achieves better results than various classic or up-to-date clustering techniques under consideration. Statistical tests confirm that the proposed method outperforms some classic clustering algorithms, such as $k$-medoids, diana, median-linkage and centroid-linkage in various data sets. Interestingly, the proposed method can effectively detect shape patterns presented in time series due to the topological structure of the underlying network constructed in the clustering process. At the same time, other techniques fail to identify such patterns. Moreover, the proposed method is robust enough to group time series presenting similar pattern but with time shifts and/or amplitude variations. In summary, the main point of the proposed method is the transformation of time series from time-space domain to topological domain. Therefore, we hope that our approach contributes not only for time series clustering, but also for general time series analysis tasks.