IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v392y2013i4p967-973.html
   My bibliography  Save this article

Network analysis of time series under the constraint of fixed nearest neighbors

Author

Listed:
  • Dong, Yan
  • Huang, Wenwen
  • Liu, Zonghua
  • Guan, Shuguang

Abstract

In this paper, we carried out network analysis for typical time series, such as periodic signals, chaotic maps, Gaussian white noise, and fractal Brownian motions. By reconstructing the phase space for a given time series, we can generate a network under the constraint of fixed nearest neighbors. The mapped networks are then analyzed from both the statistical properties, such as degree distribution, clustering coefficient, betweenness, etc, as well as the local topological structures, i.e., network motifs. It is shown that time series of different nature can be distinguished from these two aspects of the constructed networks.

Suggested Citation

  • Dong, Yan & Huang, Wenwen & Liu, Zonghua & Guan, Shuguang, 2013. "Network analysis of time series under the constraint of fixed nearest neighbors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 967-973.
    • Handle: RePEc:eee:phsmap:v:392:y:2013:i:4:p:967-973
    DOI: 10.1016/j.physa.2012.10.014
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437112009107
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2012.10.014?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Xie, Wen-Jie & Zhou, Wei-Xing, 2011. "Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(20), pages 3592-3601.
    2. Gutin, Gregory & Mansour, Toufik & Severini, Simone, 2011. "A characterization of horizontal visibility graphs and combinatorics on words," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(12), pages 2421-2428.
    3. Yang, Yue & Wang, Jianbo & Yang, Huijie & Mang, Jingshi, 2009. "Visibility graph approach to exchange rate series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(20), pages 4431-4437.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tang, Jinjun & Wang, Yinhai & Wang, Hua & Zhang, Shen & Liu, Fang, 2014. "Dynamic analysis of traffic time series at different temporal scales: A complex networks approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 303-315.
    2. Wang, Minggang & Tian, Lixin & Xu, Hua & Li, Weiyu & Du, Ruijin & Dong, Gaogao & Wang, Jie & Gu, Jiani, 2017. "Systemic risk and spatiotemporal dynamics of the consumer market of China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 188-204.
    3. Provata, A. & Panagakou, E., 2014. "Abstract phase space networks describing reactive dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 181-193.
    4. Wang, Minggang & Tian, Lixin, 2016. "From time series to complex networks: The phase space coarse graining," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 456-468.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. O’Pella, Justin, 2019. "Horizontal visibility graphs are uniquely determined by their directed degree sequence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
    2. Tang, Jinjun & Wang, Yinhai & Wang, Hua & Zhang, Shen & Liu, Fang, 2014. "Dynamic analysis of traffic time series at different temporal scales: A complex networks approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 303-315.
    3. Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing, 2019. "Visibility graph analysis of economy policy uncertainty indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 531(C).
    4. Xie, Wen-Jie & Zhou, Wei-Xing, 2011. "Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(20), pages 3592-3601.
    5. Mutua Stephen & Changgui Gu & Huijie Yang, 2015. "Visibility Graph Based Time Series Analysis," PLOS ONE, Public Library of Science, vol. 10(11), pages 1-19, November.
    6. Liu, Hao-Ran & Li, Ming-Xia & Zhou, Wei-Xing, 2024. "Visibility graph analysis of the grains and oilseeds indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 650(C).
    7. Chen, Shiyu & Hu, Yong & Mahadevan, Sankaran & Deng, Yong, 2014. "A visibility graph averaging aggregation operator," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 1-12.
    8. Bezsudnov, I.V. & Snarskii, A.A., 2014. "From the time series to the complex networks: The parametric natural visibility graph," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 53-60.
    9. Liu, Keshi & Weng, Tongfeng & Gu, Changgui & Yang, Huijie, 2020. "Visibility graph analysis of Bitcoin price series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
    10. Schmidt, Jonas & Köhne, Daniel, 2023. "A simple scalable linear time algorithm for horizontal visibility graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 616(C).
    11. Zhang, Rong & Ashuri, Baabak & Shyr, Yu & Deng, Yong, 2018. "Forecasting Construction Cost Index based on visibility graph: A network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 239-252.
    12. Gonçalves, Bruna Amin & Carpi, Laura & Rosso, Osvaldo A. & Ravetti, Martín G., 2016. "Time series characterization via horizontal visibility graph and Information Theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 464(C), pages 93-102.
    13. Shengli, Liu & Yongtu, Liang, 2019. "Exploring the temporal structure of time series data for hazardous liquid pipeline incidents based on complex network theory," International Journal of Critical Infrastructure Protection, Elsevier, vol. 26(C).
    14. Xiong, Hui & Shang, Pengjian & He, Jiayi, 2019. "Nonuniversality of the horizontal visibility graph in inferring series periodicity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    15. Yao, Can-Zhong & Lin, Ji-Nan & Zheng, Xu-Zhou & Liu, Xiao-Feng, 2015. "The study of RMB exchange rate complex networks based on fluctuation mode," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 359-376.
    16. Bai, Shiwei & Niu, Min, 2022. "The visibility graph of n-bonacci sequence," Chaos, Solitons & Fractals, Elsevier, vol. 163(C).
    17. Zhou, Yuan-Wu & Liu, Jin-Long & Yu, Zu-Guo & Zhao, Zhi-Qin & Anh, Vo, 2014. "Fractal and complex network analyses of protein molecular dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 21-32.
    18. Hu, Xiaohua & Niu, Min, 2023. "Horizontal visibility graphs mapped from multifractal trinomial measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 626(C).
    19. Ömer Akgüller & Mehmet Ali Balcı & Larissa M. Batrancea & Lucian Gaban, 2023. "Path-Based Visibility Graph Kernel and Application for the Borsa Istanbul Stock Network," Mathematics, MDPI, vol. 11(6), pages 1-25, March.
    20. Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2010. "Complex stock trading network among investors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4929-4941.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:392:y:2013:i:4:p:967-973. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.