Complex network approach to fractional time series
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Abstract: In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility algorithm is not an appropriate one to study the correlation aspects of a time series. We then employ the horizontal visibility algorithm, as a much simpler one, to map fractional processes onto complex networks. The degree distributions are shown to have parabolic exponential forms with Hurst dependent fitting parameter. Further, we take into account other topological properties such as maximum eigenvalue of the adjacency matrix and the degree assortativity, and show that such topological quantities can also be used to predict the Hurst exponent, with an exception for anti-persistent fractional Gaussian noises. To solve this problem, we take into account the Spearman correlation coefficient between nodes' degrees and their corresponding data values in the original time series.
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Cited in
(17)- Structure-oriented prediction in complex networks
- Visibility graph analysis for re-sampled time series from auto-regressive stochastic processes
- Generalized space-time fractional dynamics in networks and lattices
- Multi-affine visible height correlation analysis for revealing rich structures of fractal time series
- Eigentime identities of fractal sailboat networks
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- Comparative regression analysis to degree distributions of visibility graph
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- scientific article; zbMATH DE number 6531102 (Why is no real title available?)
- Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks
- Complex network approach for recurrence analysis of time series
- scientific article; zbMATH DE number 6178474 (Why is no real title available?)
- Visibility network analysis of large-scale intermittency in convective surface layer turbulence
- Nonlinear correlations in multifractals: visibility graphs of magnitude and sign series
- Mapping time series into signed networks via horizontal visibility graph
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