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IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS
Complex Network Construction of Multivariate
Time Series Using Information Geometry
Jiancheng Sun, Senior Member, IEEE, Yong Yang, Senior Member, IEEE, Neal N. Xiong, Senior Member, IEEE,
Liyun Dai, Xiangdong Peng, and Jianguo Luo
Abstract—Cyber physical systems (CPS) is a tightly coupled
integration and interaction between computational and physi-
cal components. In many cases, information collection in CPS is
provided through a group of distributed sensors and all of them
change continuously with time. Thus the sensor information is
usually in the form of time series. One particularly interesting
application in time series analysis is use of complex networks to
represent and study behaviors of system. Complex networks has
been playing an important role for analyzing complex systems
as it helps understanding the topology structure of systems with
different interacting units. In this paper, we proposed a reliable
method for constructing complex networks from multivariate
time series (MTSs) in the cases of single and multisensor based
on information geometry theory, which allows the information
in the time series to be extracted by analyzing the associated
complex network. We first estimate covariance matrices and
then a geodesic-based distance between the covariance matri-
ces is introduced. Consequently, the network can be constructed
on a Riemannian manifold where the nodes and edges corre-
spond to the covariance matrix and the geodesic-based distance,
respectively. The proposed method provides us with a nonlinear
relationship and intrinsic geometry viewpoint to understand the
MTSs and also an alternative approach to fuse, model, repre-
sent, and visualize the multisensor data in CPS. A number of
experimental studies and numerical examples are presented to
demonstrate the generality and the effectiveness of our approach
with both synthetic and real datasets.
Index Terms—Complex networks, information geometry, time
series.
I. I NTRODUCTION
ANY real systems can be modeled as networks
M (or graphs), where the elements of the system are nodes
Manuscript received February 25, 2017; revised June 5, 2017; accepted
September 6, 2017. This work was supported in part by the National
Natural Science Foundation of China under Grant 61362024, Grant 61662026,
and Grant 61661022, and in part by the Natural Science Foundation of
Jiangxi Province, China under Grant 20161BAB202056. This paper was
recommended by Associate Editor A. Trappey. (Corresponding author:
Jiancheng Sun.)
J. Sun, L. Dai, X. Peng, and J. Luo are with the School of Software and
Communication Engineering, Jiangxi University of Finance and Economics,
Nanchang 330013, China (e-mail: sunjc73@gmail.com; lyundai@sohu.com;
pxdfj@163.com; luojianguo65@163.com).
Y. Yang is with the School of Information Technology, Jiangxi
University of Finance and Economics, Nanchang 330013, China (e-mail:
greatyangy@126.com).
N. N. Xiong is with the Department of Mathematics and Computer
Science, Northeastern State University, Tahlequah, OK 74464 USA (e-mail:
xiongnaixue@gmail.com).
Color versions of one or more of the figures in this paper are available
online at http://ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TSMC.2017.2751504
2168-2216 c 2017 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.
See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.
1
and interactions between elements are edges. Cyber physical
systems (CPS) is such a typical system which is composed of
computing elements, communication components, and phys-
ical resources [1]. In most cases, these units are connected
by a multitude of wired or wireless communication or sen-
sor networks. It is insufficient to study a single unit or sensor
since a CPS is not their union, but their intersection. Thus, it is
necessary to build intelligent gateway architecture or seamless
data processing framework for CPS communication, control,
and data management. In addition to the engineered systems,
CPS has been used to address social and environmental issues
in recent years (e.g., environmental monitoring, health care,
etc.) [2], [3]. In common cases, the information of sensor is
expressed in the form of time series and time series analy-
sis is a classic means of data analysis [4]. Recently, there is
a growing industry in the application of complex network the-
ory to carry out time series analysis. The time series firstly
is transformed into networks and then analyzed with various
complex network tools [5]–[7]. Networks play an important
role of numerous complex systems, which have attracted con-
siderable attention both from a theoretical side [8]–[10] as well
as various application fields [11]–[13]. This strategy provides
us with new viewpoint to understand the behavior and person-
ality of the time series, and also provides a promising way for
seamless digital engineering in CPS.
In general cases, time series is obtained from a dynamical
system which describes how one state develops into another
state over the course of time. CPS can also be seen as
a dynamical system where time series sensor data are shared
among individuals to fuse information of mutual interest [14].
To a dynamical system, the basis of network-based analysis is
to find recurrent points along a trajectory in the phase space.
Two recurrent points are likely to be similar as they share
common features [15]. Consequently, a distance metric to
measure the similarity between the recurrent states is required.
The selection of the distance metric is important because
the different metric will result in different network structure.
There are many different metrics such as Pearson correlation
coefficient [16], [17], Euclidean distance [18], dynamic time
warping (DTW) [19], and longest common subsequence [20]
to be used for measuring the similarity. How to find the best
metric? Apparently, the answer to this question depends on
what you want to do with the network.
Multivariate time series (MTSs) is widely available in
different fields including medicine, finance, science, and
engineering [21], [22]. The MTS mining technologies are
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2 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS
usually needed to study the multisensor time series data.
Multisensor time series analysis is the process of fusing obser-
vations from many different sensors to find a robust and
appropriate description of a system or process of interest [23].
In many areas such as environment mapping, medical and
health care, behavioral biometrics, and varieties of sensor
data are collected during a time period. For example, in the
case of the weather forecast, the multivariate data such as air
temperature, precipitation, and humidity are collected from
various climate-observing stations (namely multisensor). To
draw some reasonable decision or action, we need to analyze
these multisensor time series carefully.
Comparing with the univariate data, analysis of mul-
tivariate data from multisensor is a challenging task as
its huge volume and the complex interaction between dif-
ferent sensors. Classical approach is to use the machine
learning algorithm for analyzing the MTS. Chakraborty [24]
proposed Bayesian classifier and a decision tree to analyze
MTS data, meanwhile they also developed temporal naive
Bayesian model and temporal decision tree. To realize the
time series classification, Zhang et al. [25] raised a novel
method to transform the MTS data to a lower dimensional
representation by extracting characteristic features. Recently,
a parametric derivative DTW distance is proposed for MTS
classification [26].
It is worthwhile to note that most of the aforemen-
tioned methods can only be used in cases of univariate
time series (UTSs). In this paper, based on the information
geometry [27], we utilize a geodesic-based distance met-
ric for constructing complex network from MTS lying on
a Riemannian manifold and its advantages will be present
in the following description. That is, we will first estimate
covariance matrices to represent the MTS, and then use
a geodesic-based metric to measure the similarity between
the covariance matrices. Finally, a network can be constructed
on a Riemannian manifold. The main contributions of the
proposed method have three aspects.
1) Geodesic Distance Can Effectively Capture the
Nonlinear Relationship Between Two Variables:
Generally, the relationship among points (variables)
on the Riemannian manifold can be studied from two
ways: the first one is to study the embedding structure
in Euclidean space which is an extrinsical style; the
second one use an intrinsical way to capture the
relationships between any two points by the distance
along curves on the surface. The proposed geodesic
distance provides us with the nonlinear relationship and
an intrinsic geometry viewpoint to understand the MTS.
2) Our Approach Can be Used for MTS to Construct
Network: Investigating interaction of multi variables has
always been a hot topic in the case of time series
analysis. To achieve a more effective and valid represen-
tation of the MTS system, based on a covariance matrix,
we can quantitatively capture the multivariate relation-
ships between different variables and then construct the
networks.
3) Our Approach Is Alternative Way to Study the Temporal
Dynamics of MTS: The eigenvalues and corresponding
eigenvectors can be used to describe the properties of
a covariance matrix. Consequently, studying the varia-
tion of these eigenvalues and eigenvectors, i.e., the way
they evolve over time, is an effective way to investigate
the system dynamics.
The remainder of this paper is organized as follows.
Section II briefly discusses related work; Section III describes
the basic strategy and concrete steps for constructing the
complex network, moreover, the properties of the proposed
distance is also presented; Section IV shows numerical exam-
ples using both simulated data and real data which include
Lorenz system and climate data; Section V gives concluding
remarks.
II. R ELATED W ORK
There are three distinct bodies of this paper that are associ-
ated with and motivate this paper: 1) computation application
of sensor data in CPS; 2) complex network of time series;
and 3) information geometry. In general, CPS consists of three
parts: 1) sensor; 2) computation application; and 3) actuator
which correspond to three basic functions: 1) sensing charac-
teristics of the physical world; 2) analyzing based on sensor
input; and 3) generating response actions through actuation. In
this paper, we focus on the second part, namely computation
application and objective here is to analyze the interrelation-
ships of the sensors through the time series generated by
the sensors. The typical application is the integration and
fusion of sensor data in CPS [28], [29]. Finding the relation-
ship between sensors is an important step of data fusion and
mining in CPS.
The second one relates to the study of the complex network
theory and its applications for analyzing the time series.
In the context of concepts borrowed from graph theory
as well as statistical physics, in recent years, the com-
plex network theory has attracted much attention, with the
aim of studying various possible information of a complex
system [30]–[33]. More recently, the network-based approach
on time series analysis has been developed and applied in
many fields such as biology, sociology, physics, climatol-
ogy, and neurosciences [6], [18], [34]–[39]. In this approach,
a time series is firstly mapped into a network version and
then be analyzed from a complex network perspective. The
theoretical basis is that the characteristics of the time series
are inherited in the resulting network. Based on the type of
edge between nodes, these methods can be roughly distin-
guished into three classes, which are based on: 1) mutual
proximity of different segments of a time series (proximity
networks) [6], [17], [34], [40]; 2) convexity of successive
observations (visibility graphs) [35], [41]; 3) transition proba-
bilities between discrete states (transition networks) [36], [42].
Relatively speaking, among the three classes of networks men-
tioned above, the vast majority of the literatures focused on
the proximity networks since the similarity of different seg-
ments of a trajectory can be measured in different ways. The
most important concept is the metric that is used to measure
the mutual closeness or similarity of different segments of
a trajectory. Generally, different metric will result different
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SUN et al.: COMPLEX NETWORK CONSTRUCTION OF MTSs USING INFORMATION GEOMETRY
types of such proximity networks. Consequently, the metric
plays a key role in the case of transforming a time series to
network.
The third one related to this paper is the information geom-
etry which is the study of stochastic manifolds. Each point
on the manifolds is a hypothesis about some state of events.
Amari and Nagaoka [27] have made a tremendous contribu-
tion to the establishment of the theoretical background of this
field which has been popularized in recent years. This field
is usually considered as a branch of differential geometry
and statistics, has wide applications to machine learning [43],
image processing [44], and diffusion tensor imaging [45].
Thanks to information geometry we are able to define a metric
enjoying the sought properties. More recently, Amari [46] also
proposed a general and unique class of decomposable diver-
gence functions in the manifold of positive definite matrices
which can be used for clustering and related pattern matching
problems.
The methods discussed above have enabled compelling
analysis and led to novel insights for the time series behav-
iors. However, they are subjected to the case of UTSs. In
fact, Steinhaeuser et al. [47] have pointed out that there
are three challenges in the case of network representation
of time series: 1) nonlinear relationships exist in different
variables; 2) multivariate relationships must be considered
and integrated with the networks to achieve a more realis-
tic representation; and 3) the relationships in the system are
constantly changing in both space and time, namely dynam-
ics, which is hard to be detected by basic network model.
Though these challenges were proposed in the context of cli-
mate data, they are also open problems in complex networks
literature.
Aiming at the three challenges mentioned above, our moti-
vations here were three-fold: first, we utilize a geodesic-based
distance based on information geometry to estimate link
strength in network, and the geodesic distance is a non-
linear relationship metric; second, the covariance matrix is
used to capture the multivariate relationships between vari-
ables; last, a covariance matrix can be described as an
ellipsoid when the random variables are Gaussian. In par-
ticular, the eigenvectors of the covariance matrix will point
along the principal axes of this ellipsoid, and the eigenvalues
will say how stretched out the ellipsoid is in each direc-
tion. Consequently, studying the variations of eigenvectors and
eigenvalues is an alternate way to investigate the dynamics of
variables.
III. A PPROACH D ESCRIPTION
In general cases, time series is the measured data of the
sensors. The MTS in these cases mean that a single sensor
or integrated sensors can measure multiple signals simulta-
neously. One example of MTSs is the smart mobile phones
which have equipped location and acceleration sensors. In
the cases of MTS, there are usually two scientific questions
need to be addressed according to the specific problem to be
solved. The first question focuses on a single sensor, which
capture the dynamic observation of multiple variables over
3
a certain period of time. The second question focuses on the
multisensor, which model and explains the interactions and co-
movements between different sensors. To analyze the MTS in
these two situations, the method for constructing the complex
networks will be present in this section.
A. Basic Strategy of Complex Network Construction
We start from the system model which is employed to gen-
erate the MTS. Generally, an MTS data item is represented by
a c × n matrix, where n is the number of time samples and
c is the number of the observed variables. Let us denote by
X ∈ Rc×n an MTS item which is assumed to follow a multi-
variate normal model with zero mean and with a covariance
matrix  ∈ Rc×c , that is:
X ∼ N (0, ). (1)
To the first question mentioned above, our approach first is
to separate an MTS into segments by a sliding window, and
then the complex networks can be obtained by analysing the
relationship between the segments. In this paper, the Lorenz
system [48] is used to simulate the MTS of a single sensor.
The model is a system of three ordinary differential equations
which described as
dx dy dz
= σ (y − x), = x(ρ − z) − y, = xy − βz (2)
dt dt dt
here x, y, and z make up the system state, t is time, and σ , ρ,
and β are the system parameters. That is to say the data of
a single sensor has three variables which are x, y, and z.
The proposed strategy for network construction from MTS
is illustrated in Fig. 1. One realization of the Lorenz system is
illustrated in Fig. 1(a) where the three time series correspond
to the variables x, y, and z. The thick frame here is a sliding
window which is used for separating time series into segments
along the time axis (here time is represented by the sequence
number of data). In this paper, MTS are assumed to follow
a multivariate normal distribution with a zero mean, which is
a common assumption in many applications. So we use the
covariance matrix as the feature of the MTS. That is to say
a covariance matrix  i of x, y, and z of the Lorenz system
can be estimated by the sub time series inside the ith sliding
window. Then lots of covariance matrices can be obtained with
moving of the sliding window. The next work is to analyze
the relationship between the different  i . There are several key
advantages of using covariance matrices as feature descriptors.
1) Providing a natural way of combining multiple variables
that might be correlated.
2) A covariance matrix extracted from a sub window is
usually enough to capture the multiple features of a time
series.
3) The individual noised samples are largely filtered out
since the covariance computation can be served as an
average filter in a natural way.
4) It can be used in the case of variable length data, namely
sliding windows with variable length can be used for
separating the time series.
5) Due to symmetry of covariance matrices, the descriptors
are low-dimensional expression.
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4 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS
(a)
Fig. 1. Strategy for network construction from MTSs. (a) Time series of trajectory of the Lorenz system. (b) Network construction lying on Riemannian
manifold.
The notion of relationship implies the ability to measure
dissimilarity between the data, i.e., the definition of a metric.
To find the appropriate metric is a challenging problem and
should be realized according to the intrinsic personality of the
data. By means of information geometry, we can define a met-
ric to satisfy the sought properties. Information geometry is
a field by combining mathematics with probability theory. In
other words, applies the methods of differential geometry to
the probability theory [27], [46] where the probability distri-
butions (PDF) for a statistical model are taken as the points
of a Riemannian manifold. The Fisher information metric is
introduced as the definition of a distance between PDFs. With
a definition of the geodesic-based distance on the Riemannian
manifold, we are now able to measure the similarity between
covariance matrices.
To construct the complex network, the basic idea here is
to regard each  i as a node of the network and the edge
between any two nodes is determined by the geodesic-based
distance. As showed in Fig. 1(b), the constructed network is
lying on a Riemannian manifold (here the sphere is just an
example of a Riemannian manifold and the curve between
nodes is the segment of a great circle). The different color of
nodes and the links between nodes denote the different covari-
ance matrices and the edge of the network, respectively. The
geodesic-based distance provides us with an intrinsic geometry
viewpoint to analyze the time series which will be explained
in the following section.
In the case of the multisensor, namely, the second ques-
tion mentioned above, the complex network construction is
more straightforward. Each  i is estimated utilizing all the
observed data from one sensor, where the subscript i denote
the label of the sensor. It is difference from the case of network
a single sensor, where the subscript i of  i corresponds to the
segment of MTS in a sliding window. From this point, the con-
structed network of multisensor can be utilized to analyze the
interactions between the different sensors. In contrast, except
for analyzing the topology structure of MTS, the constructed
network of a single sensor can be used to study the evolution
of multiple parameters over time.
(b)
B. Concrete Steps for Constructing the Complex Network
In summary, the procedure of the network construction can
be formulated as the following steps.
Step 1: Estimate the covariance matrix of MTS.
Step 2: Calculate the geodesic-based distance between the
covariance matrices.
Step 3: Construct the network by the geodesic-based
distance.
1) Estimation of Covariance Matrix and Its Characteristics:
In step 1, as showed in Fig. 1(a), the covariance matrices are
estimated inside a sliding window. For a time stamp i, the
sliding window is given and the number of observed empiri-
cal values of the variables is equal to the width of the sliding
window. Consider c variables, MTS data in sliding window is
represented as a matrix Xi ∈ Rc×n where n is the number of
time samples. In this paper, the covariance matrix  i of Xi
is approximated with the classical maximum likelihood esti-
mator (or “empirical covariance”). The maximum likelihood
estimator is unbiased, i.e., it converges to the true (population)
covariance when given enough observations.
Covariance matrices are positive definite symmetric matri-
ces which are often encountered in image and signal pro-
cessing, such as characterizing statistics on deformations,
encoding of the principal diffusion directions in Diffusion
Tensor Imaging. Every positive definite symmetric matrix
defines an ellipsoid [49]. The principal axes are given by the
eigenvectors of the matrix and the square roots of the eigen-
values are the radii of the corresponding axes. To illustrate
its property from the geometry view, we introduced a 3 × 3
covariance matrix as
⎡ ⎤
11 12 13
 = ⎣ 21 22 23 ⎦. (3)
31 32 33
By diagonalizing  ∈ Sym+ 3 , we get three positive eigenval-
ues λ1 > λ2 > λ3 > 0 and their corresponding eigenvectors
e1 , e2 , e3 . The shape of an ellipsoid is inherently related to
the eigenvalues and eigenvectors of the covariance matrix: the
three principal radii and three directions of axes are determined
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SUN et al.: COMPLEX NETWORK CONSTRUCTION OF MTSs USING INFORMATION GEOMETRY 5

by d(, exp (W)) = W . Also, there exists the inverse

mapping log : M → T which is uniquely defined around
a small neighborhood of the point . Then log 1 ( 2 ) is given
by the tangent vector with the smallest norm between two
points  1 and  2 .
A Riemannian manifold M is a differentiable manifold and
an invariant Riemannian metric on the tangent space T of
Sym+d is given by [45]
(a) (b) (c)
 1 1


w1 , w2  = tr  − 2 w1  −1 w2  − 2 (5)
Fig. 2. Ellipsoids of covariance matrices. (a) Linear ellipsoid, λ1 = 10, λ2 =
λ3 = 1. (b) Planar ellipsoid, λ2 = λ3 = 10, λ3 = 1. (c) Isotropic ellipsoid,
λ1 = λ2 = λ3 = 10. where wi ∈ T , T ∈ Sym+ d and tr is the trace operator for
matrix. The exponential map associated to the Riemannian
metric is given by
by the eigenvalues and orthogonal eigenvectors of the covari-  1
1 1 1 2
ance matrix, respectively. In other words, the eigenvalues and exp (w) =  2 exp  − 2 w − 2 . (6)
eigenvectors regulate the shape and direction of the ellipsoid,
respectively. Fig. 2 shows three basic ellipsoids representing Then the logarithm map exist uniquely at all the points on
covariance matrices, namely, linear, planer, and isotropic. That the manifold
is to say the linear, planer, and isotropic correspond to the 1
 1 1
 1
log 1 ( 2 ) =  1 2 log  1 − 2  2  1 − 2  1 2 . (7)
cases of λ1  λ2 ≈ λ3 , λ1 ≈ λ2  λ3 , and λ1 ≈ λ2 ≈ λ3 ,
respectively. All other shapes are interpolations of these three Note that where the exp and log are the ordinary matrix
basic shapes. In following section, we will use the ellipsoids exponential and logarithm operators, and moreover, exp and
to illustrate the dynamic feature of covariance matrices. Each log are manifold specific operators, which are also point
 is regarded as one node in the network and then a met- dependent,  ∈ Sym+ d.
ric is necessary to measure the similarity between covariance Both the manifold and the tangent spaces are m = d(d+1/2)
matrices which will be discussed in step 2. dimensional as the tangent space of Sym+ d is the space of d×d
2) Distance on Riemannian Manifold: In step 2, we intro- symmetric matrices. By substituting (7) into (5), the distance
duce some notions of Riemannian geometry before defining between two points on Sym+ d can be given by
the geodesic-based distance between covariance matrices. 
A manifold is a topological space that is locally resembles d( 1 ,  2 ) = log 1 ( 2 ), log 1 ( 2 ) 
a Euclidean space, which means there is a neighborhood   1 1

1

= tr log2  1 − 2  2  1 − 2
around each point that is homeomorphic to the open unit ball

c 1/2
in Rn . To understand this idea, take into account people once
convince that the world was flat as they observed it on small
scales. A Riemannian manifold is a differentiable manifold
equipped with an inner product on the tangent space, which
varies smoothly from point to point. The minimum length
curve connecting two points on the manifold is called the
geodesic, and the distance between the points is given by the
length of this curve. For the surface of a sphere, as showed in
Fig. 1(b), geodesic is the segment of a great circle.
As mentioned above, the d × d dimensional covariance
matrices are always symmetric positive definite matrices Sym+ d
which can be formulated as a connected Riemannian manifold
M. It is possible to define the derivatives of the curves on the
differentiable manifold. The derivatives at a point  on the
manifold lie in a vector space T , which is the tangent space
at that point. inner product <, >∈M is introduced in the
tangent space, which changes smoothly from point to point.
Then a norm is introduced by the inner product for the tangent
vectors w ∈ T such that
w2 = <w, w> .
From , a unique geodesic exists on the manifold M
starting with the tangent vector w. The exponential map
exp : T → M maps the vector w to the point reached
by this geodesic, and the distance of the geodesic is given

= log λk
2
(8)
k=1
where λk , k = 1, . . . , c are the real eigenvalues of
 1 −1/2  2  1 −1/2 and c is the number of variables. We have
mentioned that the distance in (8) can give us an intrinsic point
of view to understand the time series. In the case of intrin-
sic geometry, the geometry structure is investigated within the
geometric object itself without any help from ambient space.
This point of view is more flexible. For example, the intrinsic
geometry is used in relativity as we cannot understand what
would be “outside” of space-time.
3) Complex Network Construction: In step 3, we first cal-
culate a distance matrix D = (d( i ,  j )) by (8) where the
d( i ,  j ) is the distance between each pair of the covariance
matrices. What follows is choosing a critical threshold rc , D
be converted into adjacent matrix A = (a( i ,  i ,  j ) ≤ rc
and a( i ,  j ) = 0 if d( i ,  j ) > rc . How to find an optimal
rc is still open problem. In this paper, an appropriate threshold
(4) is chosen by the experimental method. In order to avoid too
dense a graph, only the 20% edges with the highest values are
preserved. The topological structure of the network is deter-
mined by the adjacent matrix A, where a( i ,  j ) = 1 if node
k connects to node l, and a( i ,  j ) = 0 if the edge (i, j) does
not exist.
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6 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS

C. Properties of Distance on Riemannian Manifold

1) Relation to Fisher Information Distance: We try to
find a relationship between the proposed distance d(,)
and Fisher information metric which is the foundation of
information geometry. This relationship also illustrates that
d(,) can be explained within the information geometry
framework.
First, it is necessary to comprehend the notion of statisti-
cal manifolds. The set M is called statistical manifold when
its elements are PDF on a set X . This manifold construc-
tion is defined by its own properties and metrics and cannot
exist in Euclidean space [27]. Each point
on M is a PDF
which can be parameterized by θ = θ 1 , . . . , θ n , and then
M is known as a statistical model on X . To measure the sim-
ilarity between points on M, the Fisher information distance
is introduced. The Fisher information distance between two Fig. 3. Comparing d(,) with dSKL (,).
distributions p(x; θ1 ) and p(x; θ2 ) is

 1  T   where c is the number of variables. In this paper, we assume
dθ dθ
dF (θ1 , θ2 ) = min [J (θ )] dt (9) the MTS data have zero mean, namely μ1 = μ2 = 0.
θ(·): dt dt
θ(0)=θ1
0 Substituting (14) into (12) and replace dKL (p1 , p2 ) with
θ(1)=θ2 dKL ( 1 ,  2 ), then we can get
   
where θ = θ (t) is the parameter path along the dKL ( 1 ,  2 ) = tr  −1  +  −1

manifold [27], [50] and J (θ ) is the Fisher information matrix 1 2 tr 2 1 − 2c. (15)
whose elements are
 Let λk , k = 1, . . . , c are the real eigenvalues of  −1
1 2,
∂logf (X; θ ) ∂logf (X; θ ) dSKL (p1 , p2 ) in (13) can be reformulated as
[J (θ )]i,j = f (X; θ ) dX. (10)
c 1/2
∂θ i ∂θ j
 c
1
Theoretically, Fisher information distance dF (,) is the best dSKL ( 1 ,  2 ) = λk + − 2c (16)
λk
candidate to measure similarity between PDFs as it is an exact k=1 k=1
measure of the geodesic distance between points along the As tr( −1
1  2 ) = tr( 1
−1/2   −1/2 ), we reformulate (8)
2 1
manifold. However, an exact dF (,) is hard to get without know- for comparing dSKL (,) with d(,)
ing the parameterization of the manifold or in the case of
c  1/2
1  2 c
multivariate data. Fortunately, dF (,) can be approximated with 2 1
Kullback–Leibler (KL) divergence and the distance between d( 1 ,  2 ) = √ log λk + log . (17)
2 k=1 λk
PDFs p1 and p2 can be approximated as [50] k=1
 From (16) and (17), we can find relationship between
p1 (x)
KL(p1 p2 ) = p1 (x)log dx. (11) dSKL (,) and d(,), namely, the difference concerns the loga-
p2 (x) rithm operator for λk and 1/λk except for the constants. To
As the KL divergence is not symmetric, namely, understand the difference intuitively, we show dSKL (,) and
KL(p1 p2 )
= KL(p2 p1 ), it is not a distance metric. To d(,) in Fig. 3 by letting c = 1 and λ ∈ [0.1, 19.9]. Loosely
overcome this weakness, the symmetric KL divergence is speaking, d(,) is the logarithmic version of dSKL (,).
defined as 2) Invariant by Inversion: One advantage of intrinsic geom-
etry is the property of affine-invariant [52]. The distance in (8)
dKL (p1 , p2 ) = KL(p1 p2 ) + KL(p2 p1 ). (12) has two important properties of invariance. First, the distance
Let dSKL (p1 , p2 ) = [dKL (p1 , p2 )]1/2 , the dSKL (,) approxi- is invariant by inversion, that is
 
mates the dF (,) as p1 → p2 d( 1 ,  2 ) = d  −1 −1
1 , 2 . (18)
dSKL (p1 , p2 ) → dF (p1 , p2 ). (13) We give an intuitive explanation for (18) from two aspects.
Suppose both p1 and p2 are the PDFs of multivariate normal In one side,  is a measure of how the variables are dis-
distributions with means μ1 and μ2 and variances  1 and persed around the mean (the diagonal elements) and how they
 2 , respectively. The KL divergence divergence in (11) can co-vary with other variables off-diagonal). On the other side,
be formulated as [51]  −1 is the inverse of the covariance matrix, also called the
   precision. It is a measure of the partial correlations among the
1 log| 2 |
KL(p1 p2 ) = − c + tr  −1  1 + ( 1 )
variables. In other words, the diagonal elements elements say
2 |1 | 2
how closely clustered the variables are around the mean, mean-

T −1 while, the off-diagonal elements measure they do not co-vary
+ (μ2 − μ1 )  2 (μ2 − μ1 ) (14)
with the other variables.
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SUN et al.: COMPLEX NETWORK CONSTRUCTION OF MTSs USING INFORMATION GEOMETRY
(a)
Fig. 4. Lorenz system and the corresponding distance matrix. (a) Lorenz system with the parameters σ = 8, ρ = 28.1, and β = 8/3. (b) Graphical
representation of the distance matrix.
3) Invariant by Congruent Transformation: The second
invariance of distance d(,) is invariant by the congruent
transformation which is another term for an isometry in
mathematics. That is for any invertible square matrix P we
have
 
d( 1 ,  2 ) = d PT  1 P, PT  2 P . (19)
This property is very important in the case of time series as
it ensures that any linear operation on the time series that can
be modelled by an c × c invertible matrix P has no effect
on the Riemannian distance d(,). This type of transforma-
tion includes rescaling and normalization of the time series,
whitening, spatial filtering or source separation, etc.
IV. R ESULTS AND D ISCUSSION
In order to evaluate the performance of the proposed
method, we have carried out the simulation for a single sen-
sor and also multisensor. First the Lorenz system is used to
simulate the signal of a single sensor, and then the historical
climate data from NOAA’s National Centers for Environmental
Information (NCEI) are used for investigating the performance
for the case of multisensor.
A. Synthetic Data
1) Complex Network Construction for Single Sensor:
Fig. 4(a) shows one realization of the Lorenz system described
in (2), which is characterized by a double-scroll topology of
the attractor with pronounced chaotic oscillations. Here, the
parameters used σ = 8, ρ = 28.1, and β = 8/3 with the
initial state [0.0, −0.8, 0.0]T and sampling time t = 0.02.
With these parameters, the Lorenz system is in a chaotic state.
The time series or the orbit to be tracked consists of the
1500 data points by removing the first 300 data points. The
color bar from blue to red denotes the temporal order of obser-
vations. The width and sliding step of sliding window are 30 t
and t, respectively. Thus, from the point of view of temporal
evolution, the dynamics of time series are studied here. With
the definition in (8), the distance matrix can be obtained which

is shown in Fig. 4(b). It shows distinct structural properties of
7
(b)
the system, which can be characterized in terms of small-scale
as well as large-scale features. In addition, a periodic regime
is reflected by the grid pattern in Fig. 4(b). This phenomenon
shows that with the evolution of time, the similarity between
two points in system will change periodically. In other words,
even if the two points are far apart in time, they are likely to
be very similar. This is the widely observed phenomenon of
recurrences in chaotic system. Although the distance matrix
can reflect some of the details of the system, but the global
topology cannot be displayed.
As mentioned above, only the 20% edges with the highest
values are preserved. Based on this criterion, the threshold
rc = 0.7 is derived based on the distance matrix and we
can get a network of 1170 nodes from the Lorenz system
which is shown in Fig. 5. The graphs have been embedded
into an abstract 2-D space using the algorithm in [53] and is
drawn by the software NodeXL [54]. On the whole, the fig-
ure exhibits a pronounced community structure with two major
groups which correspond to the double-scroll structure of the
Lorenz system shown in Fig. 4(a). This double-scroll topol-
ogy is an inherent feature of the Lorenz system. Consequently,
compared with the distance matrix, the network is more intu-
itive to show the global structure of the system. In addition,
the nodes with similar time index tend to live in same commu-
nity structure. This is easily understood since the nodes with
similar time index have similar characters in general cases.
On the other side, the nodes with very different time index
can also be in one community which reflects the recurrence
feature of the Lorenz system.
2) Evaluation of Similarity Measure: To evaluate the
performance of distance in (8), we compare it with the
classical similarity metric such as Frobenius distance [55],
Pearson correlation coefficient [12], DTW [19], and Euclidean
distance [18].
In the case of MTS from multisensor, we comparing
Riemannian distance with Frobenius distance which can be
considered as the Euclidean distance between two matrices
 k and  l

dF ( k ,  l ) = tr ( l )( k −  l )T . (20)
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8 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS
Fig. 5. Graphical representation of the network of the Lorenz system based
on the distance matrix. The color of the nodes corresponds to their temporal
order (from blue to bright red).
Here, we use an alternative way, hierarchical clustering, to
investigate the personality of distance in (8) and (20) in the
network construction. The reason for this is the fact that the
hierarchical clustering is one method for finding community
structures in a network. In the hierarchical clustering algo-
rithm, a weight is assigned to each pair of vertices in the
network for indicating how closely related the vertices are.
Here, the distances in (8) and (20) can be used for deducing
the weights. The hierarchy of clusters is represented as a tree
(or dendrogram). In particular, the dendrograms can vividly
display the effectiveness of the distance.
The Lorenz system in (2) has highly complex behaviors
with the variation of the system parameters. For simplicity,
we generate time series by keeping σ = 8 and β = 8/3 while
varying ρ. Specifically, 5 ≤ ρ < 13.926, 13.926 ≤ ρ < 24.06,
and 24.06 ≤ ρ < 34.79 correspond to three groups of sta-
ble fixed points, transient chaos, and strange attractor (chaos),
respectively [15]. Gaussian noise with mean 0 and variance
1 is added to the MTS to verify the robustness of the method.
Furthermore, the different length MTS is generated to simulate
the case of varying length (in the range of 2000–3500 time
points) or missing data, and finally we use 45 MTS samples to
carry out the clustering. That is, these samples are treated as
vertices in the network, and the distance is used for measuring
similarity between the vertices.
To perceive the pattern of the MTS intuitively, three typical
MTS samples are shown in the upper half of Fig. 6 which
correspond to the three groups above mentioned. The lower
half of the figure is produced from the upper one by adding
the noise. It can be seen that the original patterns are heavily
disrupted by the noise and then the noisy data is used to carry
out the clustering. Since the chaotic time series cover a wide
spectral domain, it is not trivial to filter the noise by common
filter techniques. So it is reasonable to use the noisy data to
evaluate the robustness of our approach.
Fig. 7 shows the results of clustering with different distance
measure. In this figure, the distance matrix, a symmetric one,
containing the Riemannian distance and Frobenius distance
between all pairs of the covariance matrices, respectively. It is
plotted as a color-encoded matrix, namely a heat map. The red,
yellow, and green labels above and to the left of the heat map
denote the groups of stable fixed points, transient chaos, and
strange attractor, respectively. Based on the distance matrix,
average linkage method is used for realizing the hierarchical
clustering and the results are shown in the dendrograms. For
the dendrogram on top of the heat map (the left dendrogram
is same as the dendrogram above), the vertical and horizon-
tal direction of the dendrogram represents the distance and
clusters, respectively. The splitting of a vertical line (distance
threshold) represents the joining of two clusters. As mentioned
earlier, the samples are divided into three groups according to
the system parameter ρ and this is verified in in Fig. 7(a). It can
be seen that the three clusters as three branches that occur at
about a same distance in Fig. 7(a). Taking note of the colored
labels, you can see the MTS samples are clustered into their
own groups correctly. In addition, the distance threshold for
clustering is well-distributed, and the heat map of the distance
matrix shows a few parts with distinct boundary. However, in
Fig. 7(b), with any distance threshold, the data cannot be cor-
rectly divided into three clusters, and several samples are also
misclassified. In addition, distribution of the distance threshold
is not uniform. The results show that the Frobenius distance
is inappropriate in the space of the Riemannian manifold.
In order to further evaluate the performance of Riemannian
distance, we compare it with Pearson correlation coeffi-
cient, DTW and Euclidean distance in the case of UTS
from multisensor. Although this paper focuses on the analy-
sis of MTS, the Riemann distance can be directly extended
to UTS. The x component of the Lorenz system is used
as the UTS and the values of the parameters are described
as above. For similar reasons, Gaussian noise with mean 0
and variance 1 is added to the UTS to verify the robust-
ness of the methods. The metrics mentioned here can be
applied directly to UTS except the Riemann distance. To
calculate the Riemann distance, we first transform the UTS
into the Riemannian manifold by estimating the covariance
matrix. The key step of representation can be realized by uti-
lizing the idea of phase space reconstruction. With Taken’s
theorem of embedding [56], the goal of phase space recon-
struction is to reconstruct the original space of system by
unfolding the scalar time series to a higher dimensional phase
space. With an embedding dimension m and a time delay τ ,
a UTS x1 , x2 , . . . , xn can be transformed into state vectors in
a reconstructed phase space as
 T
xi = xi , xi+τ , xi+2τ , . . . , xi+(m−1)τ (21)
where the embedding dimension m is known in advance, and
the time delay τ which is determined by the mutual informa-
tion method [57]. So a UTS x1 , x2 , . . . , xn can be described
by a m × (n − τ ) matrix X which is a time-delayed versions of
the UTS. Thus the sample X can be represented with a m × m
covariance matrix and then the Riemannian distance can be
obtained using (8). Finally we use 145 UTS samples (the num-
ber of network nodes) to carry out the network construction.
Fig. 8 shows the results of network construction using
different similarity metrics. According to the value of the
parameter ρ (5 ≤ ρ < 13.926, 13.926 ≤ ρ < 24.06,
and 24.06 ≤ ρ < 34.79), we know that the samples are
divided into three groups. As can be seen from the figure,
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SUN et al.: COMPLEX NETWORK CONSTRUCTION OF MTSs USING INFORMATION GEOMETRY 9

Fig. 6. Lorenz system with different parameters in 3-D space. The upper half and lower half are the clean and noisy data, respectively.

(a) (b)

Fig. 7. Clustering using different distance measure. (a) Riemannian distance. (b) Frobenius distance.

only the network in Fig. 8(a) reveals the structure of the three
communities which reflects the powerful performance of the
Riemann distance. In fact, the relevant analysis of chaotic time
series is a challenging task as it usually has highly complex
behaviors. In chaos theory, “Butterfly Effect” is a well-known
phenomenon which is the concept that small causes can have
large effects. Initially, the two time series are very consistent,
but the difference becomes larger and larger with the evolution
of time. Thus it is very hard to catch the similarity between
the chaotic time series with a general metric. Fig. 8(c) shows
that Euclidean distance is not appropriate for measuring the
similarity of time series in complex cases. The reason is that
Euclidean distance is widely known to be very sensitive to dis-
tortion in time axis, noise and outliers. In many cases, DTW is
a powerful technique to find an optimal nonlinear alignment
between two time series since it can overcome the problem
of distortion in the time axis. However, noise and “Butterfly
Effect” still have a greater impact on the performance of
DTW. Thus, Fig. 8(d) shows that DTW does not well reflect
the essential structure of the time series samples. In contrast, in
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10 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS

(b)

(c)

(a) (d)

Fig. 8. Networks constructed from the x-coordinate of the Lorenz system using different similarity metrics. The graphs have been embedded into an abstract
2-D space using edge-weighted spring-embedded layout. For panels (a)–(d), the node color indicates the system parameter ρ (from blue to bright red).
(a) Riemannian distance (embedding dimension m = 3 with delay τ = 8 time steps). (b) Pearson correlation coefficient. (c) Euclidean distance. (d) DTW.

the current case, the performance of Pearson correlation coef-
ficient is better than that of Euclidean distance and DTW and
this point can be shown in Fig. 8(b). Pearson correlation coef-
ficient is invariant to scaling, i.e., multiplying all elements by
a nonzero constant or adding any constant to all elements. In
addition, it focuses on catching the co-variation between two
time series which is similar to the Riemann distance. However,
compared with Pearson correlation coefficient, Riemann dis-
tance can capture more detailed information in time series by
transforming time series to a high-dimensional space.
B. Weather and Climate Data
In this paper, we use weather and climate data to evaluate
the performance of the proposed method. In fact, weather
sensing is a typical CPS that collects reliable information from
every weather station in different geographical space [2]. It
has become a comprehensive system that includes information
collection, analysis of sensor data, control and protection of
environment. NCEI is the world’s largest provider of weather
and climate data. In this paper, the daily data of 2014 from
quality controlled datasets are used for analyzing which are
collected from climate-observing stations in the U.S. (http://
www1.ncdc.noaa.gov/pub/data/uscrn/products/daily01/). We
selected five types of data from each station which are mean
air temperature (MAT), total amount of precipitation (TAP),
total solar energy (TSE), average infrared surface tempera-
ture (AIST), and average relative humidity (ARH). That is
to say there are five variables in this case. Considering the
data integrity, finally, we used data from 116 stations to form
the multisensor for carrying out the simulation.
To investigate the evolution feature of the network of realis-
tic data, we first study the observed data from Moose (a town
in Wyoming, western U.S.), namely a single sensor. Similar
to the practice in artificial data, we still use a sliding win-
dow to intercept time series to study the dynamics of time
series. As the visualization cannot be realized more than three
dimensions, we just select three variables, namely MAT, TAP,
and ARH to estimate the 3 × 3 covariance matrices. Finally,
168 covariance matrices are estimated with slip step 2 (two
days) and slip window width 30. As mentioned in Section III,
the covariance matrix can be described by ellipsoid. To under-
stand the evolutionary process, we plot the ellipsoid series
in Fig. 9(a). The color of the ellipsoid corresponds to their
temporal order in the year 2014 (from blue to bright red),
namely the first one and last one is on the bottom left and
upper right in the figure, respectively. The orientation and
sharpness of the glyphs depend on the eigenvectors and eigen-
values of the covariance matrix, respectively. Along with time,
Fig. 9(a) shows a gradual change in shape and orientation
of ellipsoids which reflect the evolution process of the three
variables. That is, the variation of eigenvectors and eigenval-
ues reflect a composite, or group, of changing variables MAT,
TAP, and ARH. We show the variation of the eigenvalues in
Fig. 9(b). In most cases, it can be seen that λ3 is larger than
the other two which lead to the linear shape of ellipsoids.
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SUN et al.: COMPLEX NETWORK CONSTRUCTION OF MTSs USING INFORMATION GEOMETRY 11

(a) (b)

Fig. 9. Evolution of ellipsoids. (a) 3-D glyphs visualizing ellipsoids. (b) Variation of eigenvalues.

Fig. 10. Complex network structure of Moose based on the distance matrix. The color of the nodes corresponds to their temporal order (from blue to
bright red).

To construct the network for the station in Moose, we esti-
mated the 5 × 5 covariance matrices for all five variables and
Fig. 10 shows the constructed network graph. Each node cor-
responds to the covariance matrix estimated from the data in
the sliding window over time. Therefore, this network can
be considered as a dynamic one. The edge is determined by
the distance between covariance matrices and here the thresh-
old rc = 2.0 by preserving the 20% edges with the highest
values. The nodes are mainly divided into two communities
encircled by two ovals. Generally, nodes in same community
mean that they share similar features. Note that the color of
nodes denotes the temporal order. So the nodes in the commu-
nity at the bottom left approximately correspond to January,
February, March, November, and December. Meanwhile, the
second community corresponds to the time period from April
to October. The results are reasonable since the first com-
munity represents the winter and spring, and the second one
corresponds to summer and autumn. In addition, substantial
nontrivial topological features, such as the degree, clustering
coefficient, and assortativity etc., can also be obtained from
the network to understand the climate behavior [58]. We have
not investigated these topics since this paper focus on the
construction method of a network.
To compare the proposed method with the classical tech-
niques, we also use the correlation distance to construct the
network in the case of univariate data. In the following exper-
iment, the threshold rc is also determined by preserving the
20% edges with the highest values. The correlation distance
between variables u and v, is defined as d(u, v) = 1 − ρ,
where ρ is the Pearson correlation coefficient for u and v.
Five networks are created separately based on MAT, TAP, TSE,
AIST, and ARH which are presented in Fig. 11(a)–(e). Each
node corresponds to a climate-observing station and the edge is
determined by the correlation distance. The size of the sphere
corresponds to the degree of the node (station). To illustrate
the results more clearly, the network is overlaid with the map
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12 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS

(a) (b)

(c) (d)

(e) (f)

Fig. 11. Network structure for different variables. (a) MAT, rc = 1.0. (b) TAP, rc = 0.85. (c) TSE, rc = 0.3. (d) AIST, rc = 0.9. (e) ARH, rc = 0.6.
(f) Combination of five variables, rc = 1.6.

of the U.S. except for Alaska and Hawaii and each sphere is used to cluster the station [59]. Same color of the sphere
denote the location of the station. In order to investigate the means that the stations belong to a same cluster which rep-
effectiveness of the network, the Wakita–Tsurumi algorithm resents these stations have similar features. In addition, color
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SUN et al.: COMPLEX NETWORK CONSTRUCTION OF MTSs USING INFORMATION GEOMETRY
(a)
Fig. 12. Climate data. Items are MAT, TAP, TSE, AIST, and ARH from top to bottom, respectively. (a) Moose. (b) Lander.
of background represents the interpolated value of variable in
different stations.
The network of univariate data can only reflect the par-
tial relationship and different variables will lead to different
network structures. Fig. 11(a) shows the network of MAT. We
can see that the network is mainly divided into three parts
which are west (green nodes), heartland (light blue nodes), and
east (dark blue nodes). Fig. 11(a) is similar to Fig. 11(d) that
corresponds to the infrared surface temperature (AIST). This
is explained by the fact that there is a very close relation
between MAT and AIST, namely, they both are associated
with temperature. The network structure in Fig. 11(b) is nearly
homogeneous that is the TAP. It should note that homoge-
neousness does not mean the nodes have similar TAP but
rather smooth transition. Nonetheless, also have an excep-
tion: the station in Everglades has similar TAP with others
which locate far away from it (denoted by the red edge).
Fig. 11(c) and (e) illustrates the network for TSE and ARH,
respectively. Generally, TSE has close relationship with ARH
which can be seen in the two figures. In particular, the West,
high TSE corresponds to low ARH and the network is dense
in this area. As a generalization, the climate of the West can
be described as an overall semiarid; however, parts of the
West get extremely high amounts of rain and/or snow, and still
other parts are true desert and get less than 130 mm of rain
per year.
In most cases, the interaction between two objects is com-
plex which is a comprehensive effect of various elements.
Similarly, the weather is often affected by various factors
such as air temperature, atmospheric pressure, humidity, etc.
Consequently, it is necessary to investigate the behavior in the
case of multivariate data. Fig. 11(f) shows the network con-
structed by the proposed method which has considered all the
five variables. The covariance matrix  i of data from each
station is first estimated where the subscript i denote the label
of ith station. The threshold rc = 1.6 is used to determine the
adjacent matrix and then the network is deduced.
13
(b)
The U.S. includes areas with a very great range of weather
and climatic conditions around the year. Some interesting phe-
nomena can be immediately found in Fig. 11(f). Here, larger
size of the sphere represents the larger degree which usu-
ally means that the node share the common features with its
neighbor. In contrast, small size denotes the node have an inde-
pendent character. In Fig. 11(f), there are some isolated nodes
located at the western U.S. which reveal that these regions
have special weather conditions. It is easy to understand this
situation as we all have seen the cowboy movies which showed
the climate conditions in that area.
In general cases, the weather and climate condition in
related areas are similar. However, it is worthwhile to note
that the weather of Darrington and Port Aransas in Fig. 11(f).
The thick red curves in figure show the connections between
Darrington and other areas. Though Darrington locate at the
north-western U.S., the figure reveals that it has comparable
weather condition with the southeast. Note that this situa-
tion also found in Port Aransas (the edges are denoted as
purple curves). This phenomenon may be explained by “tele-
connections” that is the term in the climate science [60]. By
teleconnections, we mean the relationship between weather
changes arising in widely separated regions. The main rea-
son for this fact is that information is transferring between the
distant points through the atmosphere. Generally, the informa-
tion transmission will lead to a significant positive or negative
correlation in these places.
From Fig. 11(f), we can also find another exception is the
weather in Moose (orange sphere). In a strange way, Moose
has no any connection to its neighbor even if they are close
together in the geographical location. Perhaps the reason is
that it is nearby the Grand Teton National Park which belongs
to the Greater Yellowstone Ecosystem. To illustrate this phe-
nomenon from the point of view of data, we compare the
climate data in Moose and Lander which are close together.
Fig. 12 shows five types of data including MAT, TAP, TSE,
AIST, and ARH. We noted that the big difference lies in the
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14
MAT, TAP, and AIST. Moose has lower MAT and AIST as
well as higher TAP which can explain the phenomenon of
particular weather condition. In fact, more information can
be mined from the constructed network. For example, it can
provide a viewpoint by focusing on information flow within
a network over time [39]. Since we mainly address on the con-
structed method of complex network, further topics were not
investigated in this paper. With regard to the dynamics anal-
ysis, we have given an approach to do it using eigenvectors
and eigenvalues in this paper. Though the proposed approach
is elementary (or naive), it provides us with a novel viewpoint
to study the dynamics of variables in the case of MTS. In
fact, eigenvectors and eigenvalues have always been an import
method to analyze the dynamics of a system [61], [62]. In
short, the complex networks of time series are capable of cap-
turing complex relationships, discovering spatial, and temporal
structure and incorporating predictive modeling into a single
framework. This network approach has already led to novel
insights for time series analysis, and we believe it will hold
even greater potential.
V. C ONCLUSION
In CPS, a large number of sensors are often used to collect
information which requires further processing and analysis. In
general, the information is presented in a time series form. In
this paper, we proposed an effective method for constructing
complex networks for MTSs from a single sensor and mul-
tisensor. This method extends existing techniques of network
construction from time series to support the time series analyz-
ing problems and multisensor data fusion. The primary aim is
to represent the time series with covariance matrices among the
variables and then construct the network. We showed that the
proposed method is intrinsic, that is, the constructed network
lying on a Riemannian manifold. In many cases, the time
series form a non-Euclidean geometry structure, and hence the
proposed method may be suitable for real-world applications.
In particular, this method provides a new idea and method for
modeling, representation, visualization, and big data analytics
in CPS.
The proposed method is to convert time series into com-
plex networks and the basic motivation for this conversion is
to use complex network science to analyze and quantify the
time series. In future work, we intend to develop classifica-
tion and clustering algorithm on a Riemannian manifold for
time series mining. Classification problem plays an important
role in time series data mining such as speech recognition,
financial market analysis, or climate prediction. The proposed
method provides a novel form (complex network) to deal
with these problems. In particular, we intend to apply the
presented approach to functional magnetic resonance imaging
applications, such as the decoding of human visual systems.
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Jiancheng Sun (SM’17) received the B.S. and
M.S. degrees in nuclear science and technology
from Harbin Engineering University, Heilongjiang,
China, in 1997 and 2000, respectively, and the Ph.D.
degree in information and communication engineer-
ing from the School of Electronics and Information
Engineering, Xi’an Jiaotong University (XJTU),
Xi’an, China, in 2005.
He is currently a Professor with the School of
Software and Communication Engineering, Jiangxi
University of Finance and Economics, Nanchang,
China. From 2007 to 2009, he held a Post-Doctoral Fellowship in the Key
Laboratory of Biomedical Information Engineering of Ministry of Education,
XJTU. From 2013 to 2014, he was an Academic Visitor with Neuralimage
Centre, York University, York, U.K. His current research interests include
machine learning and nonlinear time-series analysis.
Yong Yang (SM’16) received the Ph.D. degree
in biomedical engineering from Xi’an Jiaotong
University, Xi’an, China, in 2005.
He is currently a Full Professor with the School
of Information Technology, Jiangxi University of
Finance and Economics, Nanchang, China. From
2009 to 2010, he was a Post-Doctoral Research
Fellow with Chonbuk National University, Jeonju,
South Korea. His current research interests include
image and signal processing, medical image process-
ing and analysis, and pattern recognition.
Dr. Yang has been a recipient of the Jiangxi Province Young Scientist Award
since 2012. He is a member of ACM.
Neal N. Xiong (SM’12) received the Ph.D. degree in
sensor system engineering from Wuhan University,
Wuhan, China and the Ph.D. degree in dependable
sensor networks from the Japan Advanced Institute
of Science and Technology, Nomi, Japan.
He was with Georgia State University, Atlanta,
GA, USA, Wentworth Technology Institution,
Boston, MA, USA, and Colorado Technical
University, Colorado Springs, CO, USA, about
10 years. He is currently an Associate Professor
(3rd year) with the Department of Mathematics
and Computer Science, Northeastern State University, OK, USA. His cur-
rent research interests include cloud computing, security and dependability,
parallel and distributed computing, networks, and optimization theory. He
has published over 280 international journal papers and over 120 inter-
national conference papers. Some of his works were published in IEEE
J OURNAL ON S ELECTED A REAS IN C OMMUNICATIONS, IEEE or ACM
Transactions, ACM Sigcomm Workshop, IEEE International Conference
on Computer Communications, International Conference on Distributed
Computing Systems, and International Symposium on Parallel and Distributed
Processing.
Dr. Xiong was a recipient of the Best Paper Award in the 10th
IEEE International Conference on High Performance Computing and
Communications (HPCC-08) and the Best Student Paper Award in the 28th
North American Fuzzy Information Processing Society Annual Conference
(NAFIPS2009).
 This article has been accepted for inclusion in a future issue of this journal. Content is final as presented, with the exception of pagination.

16 IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS

Liyun Dai was born in 1974. She received the M.S. Jianguo Luo received the B.S. degree in commu-
and Ph.D. degrees in communication and informa- nication engineering from Xidian University, Xi’an,
tion system from the Beijing University of Posts and China, the M.S. degree in software engineering from
Telecommunications, Beijing, China, in 2003 and the Huazhong University of Science and Technology,
2012, respectively. Wuhan, China, in 1991 and 2006, respectively.
In 2005, she was a Research Fellow of the He is currently an Associate Professor with
Modern Communication Institute, Jiangxi University the School of Software and Communication
of Finance and Economics, Nanchang, China, where Engineering, Jiangxi University of Finance and
she is currently an Associate Professor. Her current Economics, Nanchang, China. His current research
research interests include coded modulation, error- interests include signal processing and machine
correcting code, Multiple-Input Multiple-Output, learning.
and Code Division Multiple Access.

Xiangdong Peng was born in 1975. He received

the M.S. degree in electrical and communica-
tion engineering from the Huazhong University of
Science and Technology, Wuhan, China, in 2004 and
the Ph.D. degree in mechatronic engineering from
Nanchang University, Nanchang, China, in 2015.
He is currently a Lecturer with the Jiangxi
University of Finance and Economics, Nanchang.
His current research interests include machine learn-
ing, compressed sensing, healthcare service robot,
and body area sensor network.