Detecting series periodicity with horizontal visibility graphs

DOI10.1142/S021812741250160XzbMATH Open1271.62206arXiv1108.1693OpenAlexW2171558106MaRDI QIDQ2843641FDOQ2843641

Authors: Angel Nuñez, Jose Patricio Gómez, Bartolo Luque, Lucas Lacasa, E. Valero 

Publication date: 23 August 2013

Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Abstract: The horizontal visibility algorithm has been recently introduced as a mapping between time series and networks. The challenge lies in characterizing the structure of time series (and the processes that generated those series) using the powerful tools of graph theory. Recent works have shown that the visibility graphs inherit several degrees of correlations from their associated series, and therefore such graph theoretical characterization is in principle possible. However, both the mathematical grounding of this promising theory and its applications are on its infancy. Following this line, here we address the question of detecting hidden periodicity in series polluted with a certain amount of noise. We first put forward some generic properties of horizontal visibility graphs which allow us to define a (graph theoretical) noise reduction filter. Accordingly, we evaluate its performance for the task of calculating the period of noisy periodic signals, and compare our results with standard time domain (autocorrelation) methods. Finally, potentials, limitations and applications are discussed.

Full work available at URL: https://arxiv.org/abs/1108.1693

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zbMATH Keywords

time seriescomplex networksperiodicity detectionnoise filterhorizontal visibility graph

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Graph theory (05C99)

Cites Work

• From time series to complex networks: the visibility graph
• Recurrence-based time series analysis by means of complex network methods

Cited In (11)

• Mapping time series into signed networks via horizontal visibility graph
• Fast transformation from time series to visibility graphs
• Intermittency route to self-excited chaotic thermoacoustic oscillations
• Discriminating chaotic time series with visibility graph eigenvalues
• Tetradic motif profiles of horizontal visibility graphs
• From the time series to the complex networks: the parametric natural visibility graph
• Nonuniversality of the horizontal visibility graph in inferring series periodicity
• From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum
• On the spectral properties of Feigenbaum graphs
• A numerical study on the regularity of \(d\)-primes via informational entropy and visibility algorithms
• Multiscale horizontal visibility entropy: measuring the temporal complexity of financial time series

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