Can recurrence networks show small-world property?

• Properties of recurrence networks at intermediate-to-large values of recurrence threshold are analyzed from a complex network perspective.
• Using a combined plot of characteristic path length and clustering coefficient, it is shown that the recurrence network constructed with recurrence threshold equal to or just above the percolation threshold cannot, in general, display small-world property.
• As the recurrence threshold is increased from its usual operational window, the resulting network makes a smooth transition initially to a small-world network for an intermediate range of thresholds and finally to the classical random graph as the threshold becomes comparable to the size of the attractor.

Recurrence networks are complex networks, constructed from time series data, having several practical applications. Though their properties when constructed with the threshold value ϵ chosen at or just above the percolation threshold of the network are quite well understood, what happens as the threshold increases beyond the usual operational window is still not clear from a complex network perspective. The present Letter is focused mainly on the network properties at intermediate-to-large values of the recurrence threshold, for which no systematic study has been performed so far. We argue, with numerical support, that recurrence networks constructed from chaotic attractors with ϵ equal to the usual recurrence threshold or slightly above cannot, in general, show small-world property. However, if the threshold is further increased, the recurrence network topology initially changes to a small-world structure and finally to that of a classical random graph as the threshold approaches the size of the strange attractor.