A novel method for forecasting time series based on directed visibility graph and improved random walk

DOI10.1016/J.PHYSA.2022.127029OpenAlexW4210877985MaRDI QIDQ2116557FDOQ2116557

Authors: Yuntong Hu, Fuyuan Xiao 

Publication date: 17 March 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.127029

zbMATH Keywords

random walktime series forecastingcomplex networklink predictiondirected visibility graphtime series reconstructing

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• From time series to complex networks: the visibility graph
• On selecting models for nonlinear time series
• Time series forecasting of COVID-19 transmission in Canada using LSTM networks
• A new measure of identifying influential nodes: efficiency centrality
• Wavelet Multiresolution Complex Network for Analyzing Multivariate Nonlinear Time Series

Cited In (3)

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