English

Sequential motif profile of natural visibility graphs

Data Analysis, Statistics and Probability 2016-12-21 v1

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