Related papers: Analysis of persistent and antipersistent time ser…
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…
Horizontal visibility graphs (HVGs) encode the ordinal structure of time series and provide graph-local summaries of path topology. This article introduces L+(t), the forward visibility horizon at node t, with finite-sample terminal…
Visibility Graph (VG) transforms time series into graphs, facilitating signal processing by advanced graph data mining algorithms. In this paper, based on the classic Limited Penetrable Visibility Graph (LPVG) method, we propose a novel…
Multivariate time-series anomaly detection is essential for reliable industrial control, telemetry, and service monitoring. However, the evolving inter-variable dependencies and inevitable noise render it challenging. Existing methods often…
In this paper, we employ the persistent homology (PH) technique to examine the topological properties of fractional Gaussian noise (fGn). We develop the weighted natural visibility graph algorithm, and the associated simplicial complexes…
We present an adaptation of the standard Grassberger-Proccacia (GP) algorithm for estimating the Correlation Dimension of a time series in a non subjective manner. The validity and accuracy of this approach is tested using different types…
We consider the Graph Ornstein-Uhlenbeck (GrOU) process observed on a non-uniform discrete time grid and introduce discretised maximum likelihood estimators with parameters specific to the whole graph or specific to each component, or node.…
Recently, a set of graph-based tools have been introduced for the identification of singular events of O3, NO2 and temperature time series, as well as description of their dynamics. These are based on the use of the Visibility Graphs (VG).…
We propose a variational superposed Gaussian approximation (VSGA) for dynamical solutions of Langevin equations subject to applied signals, determining time-dependent parameters of superposed Gaussian distributions by the variational…
Streamflow is a dynamical process that integrates water movement in space and time within basin boundaries. The authors characterize the dynamics associated with streamflow time series data from about seventy-one U.S. Geological Survey…
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…
The type-I intermittency route to (or out of) chaos is investigated within the Horizontal Visibility graph theory. For that purpose, we address the trajectories generated by unimodal maps close to an inverse tangent bifurcation and…
Timeseries classification as stochastic (noise-like) or non-stochastic (structured), helps understand the underlying dynamics, in several domains. Here we propose a two-legged matrix decomposition-based algorithm utilizing two complementary…
The minimum variability timescale (MVT) is a key observable used to probe the central engines of Gamma-Ray Bursts (GRBs) by constraining the emission region size and the outflow Lorentz factor. However, its interpretation is often…
This article explores the required amount of time series points from a high-speed computer network to accurately estimate the Hurst exponent. The methodology consists in designing an experiment using estimators that are applied to time…
Horizontal visibility graphs (HVGs) are graphs constructed in correspondence with number sequences that have been introduced and explored recently in the context of graph-theoretical time series analysis. In most of the cases simple…
Heart rate variability (HRV) series reflects the dynamical variation of heartbeat-to-heartbeat intervals in time and is one of the outputs of the cardiovascular system. Over the years, this system has been recognized for generating…
Stochastic gradient (SG) methods are fundamental to system identification and machine learning, enabling online parameter estimation in large-scale and streaming-data settings. As a classical identification method, the SG algorithm has been…
Aperiodic variability is a characteristic feature of young stars, massive stars, and active galactic nuclei. With the recent proliferation of time domain surveys, it is increasingly essential to develop methods to quantify and analyze…
Visibility algorithms are a family of geometric and ordering criteria by which a real-valued time series of N data is mapped into a graph of N nodes. This graph has been shown to often inherit in its topology non-trivial properties of the…