A novel time-frequency multilayer network for multivariate time series analysis

Unveiling complex dynamics of natural systems from a multivariate time series represents a research hotspot in a broad variety of areas. We develop a novel multilayer network analysis framework, i.e. multivariate time-frequency multilayer network (MTFM network), to peer into the complex system dynamics. Through mapping the system features into different frequency-based layers and inferring interactions (edges) among different channels (nodes), the MTFM network allows efficiently integrating time, frequency and spatial information hidden in a multivariate time series. We employ two dynamic systems to illustrate the effectiveness of the MTFM network. We first apply the MTFM network to analyze the 48-channel measurements from industrial oil-water flows and reveal the complex dynamics ruling the transition of different flow patterns. The MTFM network is then utilized to analyze 30-channel fatigue driving electroencephalogram signals. The results demonstrate that MTFM network enables to quantitatively characterize brain behavior associated with fatigue driving. Our MTFM network enriches the multivariate time series analysis theory and helps to better understand the complicated dynamical behaviors underlying complex systems.