From time series to complex networks: the visibility graph
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Publication:3075558
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90) Random graphs (graph-theoretic aspects) (05C80) Time series analysis of dynamical systems (37M10) Graph representations (geometric and intersection representations, etc.) (05C62) Network design and communication in computer systems (68M10)
Abstract: In this work we present a simple and fast computational method, the visibility algorithm, that converts a time series into a graph. The constructed graph inherits several properties of the series in its structure. Thereby, periodic series convert into regular graphs, and random series do so into random graphs. Moreover, fractal series convert into scale-free networks, enhancing the fact that power law degree distributions are related to fractality, something highly discussed recently. Some remarkable examples and analytical tools are outlined in order to test the method's reliability. Many different measures, recently developed in the complex network theory, could by means of this new approach characterize time series from a new point of view.
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Cites work
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(only showing first 100 items - show all)- Multi-scale transition matrix approach to time series
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- Multilayer network-based CNN model for emotion recognition
- Evolutionary patterns of onshore and offshore renminbi exchange rates with convexity-concavity indicators
- Large-to-small scale frequency modulation analysis in wall-bounded turbulence via visibility networks
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- Visibility graphs and symbolic dynamics
- Markov-binary visibility graph: a new method for analyzing complex systems
- Universal construction mechanism for networks from one-dimensional symbol sequences
- Time series classification by Euclidean distance-based visibility graph
- The geometry of chaotic dynamics --- a complex network perspective
- Horizontal visibility graphs mapped from multifractal trinomial measures
- Time-series and network analysis in quantum dynamics: comparison with classical dynamics
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- Comparative regression analysis to degree distributions of visibility graph
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- Degree distributions and motif profiles of limited penetrable horizontal visibility graphs
- Effect of linear mixing in EEG on synchronization and complex network measures studied using the Kuramoto model
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