Sequential motif profile of natural visibility graphs
Abstract
The concept of sequential visibility graph motifs -subgraphs appearing with characteristic frequencies in the visibility graphs associated to time series- has been advanced recently along with a theoretical framework to compute analytically the motif profiles associated to Horizontal Visibility Graphs (HVGs). Here we develop a theory to compute the profile of sequential visibility graph motifs in the context of Natural Visibility Graphs (VGs). This theory gives exact results for deterministic aperiodic processes with a smooth invariant density or stochastic processes that fulfil the Markov property and have a continuous marginal distribution. The framework also allows for a linear time numerical estimation in the case of empirical time series. A comparison between the HVG and the VG case (including evaluation of their robustness for short series polluted with measurement noise) is also presented.
Keywords
Cite
@article{arxiv.1605.02645,
title = {Sequential motif profile of natural visibility graphs},
author = {Jacopo Iacovacci and Lucas Lacasa},
journal= {arXiv preprint arXiv:1605.02645},
year = {2016}
}
Comments
6 figures captioned