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Related papers: Coupling between time series: a network view

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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…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Lucas Lacasa , Bartolo Luque , Fernando Ballesteros , Jordi Luque , Juan Carlos Nuno

In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility…

Data Analysis, Statistics and Probability · Physics 2016-05-24 Pouya Manshour

The visibility algorithm has been recently introduced as a mapping between time series and complex networks. This procedure allows to apply methods of complex network theory for characterizing time series. In this work we present the…

Data Analysis, Statistics and Probability · Physics 2010-02-25 Bartolo Luque , Lucas Lacasa , Fernando Ballesteros , Jordi Luque

Nonlinear time series analysis is an active field of research that studies the structure of complex signals in order to derive information of the process that generated those series, for understanding, modeling and forecasting purposes. In…

Data Analysis, Statistics and Probability · Physics 2015-05-20 Lucas Lacasa , Raul Toral

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…

Data Analysis, Statistics and Probability · Physics 2016-12-21 Angel M. Núñez , Lucas Lacasa , Eusebio Valero , Jose Patricio Gómez , Bartolo Luque

Visibility algorithms are a family of methods to map time series into networks, with the aim of describing the structure of time series and their underlying dynamical properties in graph-theoretical terms. Here we explore some properties of…

Data Analysis, Statistics and Probability · Physics 2015-10-14 Lucas Lacasa , Ryan Flanagan

In this work, we introduce a new and simple transformation from time series to complex networks based on markov-binary visibility graph(MBVG). Due to the simple structure of this transformation in comparison with other transformations be…

Data Analysis, Statistics and Probability · Physics 2011-10-25 Yaser Sadra , Zahra Arasteh-Fard , Sodief Ahadpour

A new alternative method to approximate the Visibility Graph (VG) of a time series has been introduced here. It exploits the fact that most of the nodes in the resulting network are not connected to those that are far away from them. This…

Data Analysis, Statistics and Probability · Physics 2023-11-20 R. Carmona-Cabezas , J. Gomez-Gomez , E. Gutierrez de Rave , F. J. Jimenez-Hornero

Correlations in multifractal series have been investigated, extensively. Almost all approaches try to find scaling features of a given time series. However, the analysis of such scaling properties has some difficulties such as finding a…

Data Analysis, Statistics and Probability · Physics 2020-02-03 Pouya Manshour

We present the modification of natural visibility graph (NVG) algorithm used for the mapping of the time series to the complex networks (graphs). We propose the parametric natural visibility graph (PNVG) algorithm. The PNVG consists of NVG…

Data Analysis, Statistics and Probability · Physics 2015-06-11 I. V. Bezsudnov , A. A. Snarskii

In this brief paper, a simple and fast computational method, the Planar Visibility Graph Networks Algorithm was proposed based on the famous Visibility Graph Algorithm, which can fulfill converting two dimensional timeseries into a planar…

Chaotic Dynamics · Physics 2014-11-25 Jie Liu , Qingqing Li

Statistical physics of complex systems exploits network theory not only to model, but also to effectively extract information from many dynamical real-world systems. A pivotal case of study is given by financial systems: market prediction…

Risk Management · Quantitative Finance 2017-10-31 Matteo Serafino , Andrea Gabrielli , Guido Caldarelli , Giulio Cimini

Estimating the time lag between two hydrogeologic time series (e.g. precipitation and water levels in an aquifer) is of significance for a hydrogeologist-modeler. In this paper, we present a method to quantify such lags by adapting the…

Applications · Statistics 2017-02-07 Rahul John , Majnu John

The family of visibility algorithms were recently introduced as mappings between time series and graphs. Here we extend this method to characterize spatially extended data structures by mapping scalar fields of arbitrary dimension into…

Data Analysis, Statistics and Probability · Physics 2017-09-13 Lucas Lacasa , Jacopo Iacovacci

In this paper we introduce the horizon visibility graph, a simple extension to the popular horizontal visibility graph representation of a time series, and show that it possesses a rigorous mathematical foundation in computational algebraic…

Data Analysis, Statistics and Probability · Physics 2019-06-24 Colin Stephen

Modeling heterogeneous correlated time series requires the ability to learn hidden dynamic relationships between component time series with possibly varying periodicities and generative processes. To address this challenge, we formulate and…

Methodology · Statistics 2025-12-02 Jeshwanth Mohan , Bharath Ramsundar , Sandya Subramanian

A visibility algorithm maps time series into complex networks following a simple criterion. The resulting visibility graph has recently proven to be a powerful tool for time series analysis. However its straightforward computation is…

Data Structures and Algorithms · Computer Science 2020-04-29 Delia Fano Yela , Florian Thalmann , Vincenzo Nicosia , Dan Stowell , Mark Sandler

The limited penetrable horizontal visibility graph algorithm was recently introduced to map time series in complex networks. We extend this visibility graph and create a directed limited penetrable horizontal visibility graph and an image…

Physics and Society · Physics 2018-05-23 Minggang Wang , Andre L. M. Vilela , Ruijin Du , Longfeng Zhao , Gaogao Dong , Lixin Tian , H. Eugene Stanley

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

Information Theory · Computer Science 2017-02-09 Jonathan Mei , José M. F. Moura

Time series has attracted a lot of attention in many fields today. Time series forecasting algorithm based on complex network analysis is a research hotspot. How to use time series information to achieve more accurate forecasting is a…

Social and Information Networks · Computer Science 2022-08-23 Tianxiang Zhan , Fuyuan Xiao
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