An efficient forecasting method for time series based on visibility graph and multi-subgraph similarity

DOI10.1016/J.CHAOS.2022.112243MaRDI QIDQ2113054zbMATH OpenOpenAlexFDO

Authors Yuntong Hu, Fuyuan Xiao

Publication date 12 January 2023

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2022.112243

zbMATH Keywords

time series forecastingcomplex networkfuzzy functionsubgraphsvisibility graphsimilarity distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Epidemiology (92D30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Time series analysis of dynamical systems (37M10)

Cites work

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
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• FQTSFM: a fuzzy-quantum time series forecasting model
• Forecasting Time Series With VARMA Recursions on Graphs
• From time series to complex networks: the visibility graph
• Information volume fractal dimension
• Time series extrinsic regression. Predicting numeric values from time series data
• Time series forecasting of COVID-19 transmission in Canada using LSTM networks
• Wavelet Multiresolution Complex Network for Analyzing Multivariate Nonlinear Time Series

Cited in

(2)

• A novel method for forecasting time series based on fuzzy logic and visibility graph
• A simple scalable linear time algorithm for horizontal visibility graphs

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