Identification and prediction of bifurcation tipping points using complex networks based on quasi-isometric mapping
Author
Abstract
Suggested Citation
DOI: 10.1016/j.physa.2020.125108
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Braga, A.C. & Alves, L.G.A. & Costa, L.S. & Ribeiro, A.A. & de Jesus, M.M.A. & Tateishi, A.A. & Ribeiro, H.V., 2016. "Characterization of river flow fluctuations via horizontal visibility graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 1003-1011.
- Damian Smug & Peter Ashwin & Didier Sornette, 2018. "Predicting financial market crashes using ghost singularities," PLOS ONE, Public Library of Science, vol. 13(3), pages 1-20, March.
- Sun, Mei & Wang, Yaqi & Gao, Cuixia, 2016. "Visibility graph network analysis of natural gas price: The case of North American market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1-11.
- Longfeng Zhao & Wei Li & Chunbin Yang & Jihui Han & Zhu Su & Yijiang Zou, 2017. "Multifractality and Network Analysis of Phase Transition," PLOS ONE, Public Library of Science, vol. 12(1), pages 1-23, January.
- Ahmadi, Negar & Pei, Yulong & Pechenizkiy, Mykola, 2019. "Effect of linear mixing in EEG on synchronization and complex network measures studied using the Kuramoto model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 289-308.
- Yang, Yue & Yang, Huijie, 2008. "Complex network-based time series analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(5), pages 1381-1386.
- Long, Yu, 2013. "Visibility graph network analysis of gold price time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3374-3384.
- John M. Drake & Blaine D. Griffen, 2010. "Early warning signals of extinction in deteriorating environments," Nature, Nature, vol. 467(7314), pages 456-459, September.
- Ahmadlou, Mehran & Adeli, Hojjat & Adeli, Amir, 2012. "Improved visibility graph fractality with application for the diagnosis of Autism Spectrum Disorder," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4720-4726.
- 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.
- D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
- Vamvakaris, Michail D. & Pantelous, Athanasios A. & Zuev, Konstantin M., 2018. "Time series analysis of S&P 500 index: A horizontal visibility graph approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 497(C), pages 41-51.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Tianxiang Zhan & Fuyuan Xiao, 2021. "A Fast Evidential Approach for Stock Forecasting," Papers 2104.05204, arXiv.org, revised Jul 2021.
- Tirabassi, Giulio & Masoller, Cristina, 2022. "Correlation lags give early warning signals of approaching bifurcations," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
- Gangwal, Utkarsh & Singh, Mayank & Pandey, Pradumn Kumar & Kamboj, Deepak & Chatterjee, Samrat & Bhatia, Udit, 2022. "Identifying early-warning indicators of onset of sudden collapse in networked infrastructure systems against sequential disruptions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 591(C).
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.- 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).
- Hao-Ran Liu & Ming-Xia Li & Wei-Xing Zhou, 2023. "Visibility graph analysis of the grains and oilseeds indices," Papers 2304.05760, arXiv.org, revised Aug 2024.
- 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).
- Peng-Fei Dai & Xiong Xiong & Wei-Xing Zhou, 2020. "Visibility graph analysis of economy policy uncertainty indices," Papers 2007.12880, arXiv.org.
- Mondal, Mitali & Mondal, Arindam & Mondal, Joyati & Patra, Kanchan Kumar & Deb, Argha & Ghosh, Dipak, 2018. "Evidence of centrality dependent fractal behavior in high energy heavy ion interactions: Hint of two different sources," Chaos, Solitons & Fractals, Elsevier, vol. 113(C), pages 230-237.
- Hu, Xiaohua & Niu, Min, 2023. "Horizontal visibility graphs mapped from multifractal trinomial measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 626(C).
- Shang, Binbin & Shang, Pengjian, 2022. "Effective instability quantification for multivariate complex time series using reverse Shannon-Fisher index," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
- Xu, Paiheng & Zhang, Rong & Deng, Yong, 2018. "A novel visibility graph transformation of time series into weighted networks," Chaos, Solitons & Fractals, Elsevier, vol. 117(C), pages 201-208.
- 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).
- Sainaghi, Ruggero & Baggio, Rodolfo, 2017. "Complexity traits and dynamics of tourism destinations," Tourism Management, Elsevier, vol. 63(C), pages 368-382.
- Sudhamayee, K. & Krishna, M. Gopal & Manimaran, P., 2023. "Simplicial network analysis on EEG signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
- Longfeng Zhao & Wei Li & Andrea Fenu & Boris Podobnik & Yougui Wang & H. Eugene Stanley, 2017. "The q-dependent detrended cross-correlation analysis of stock market," Papers 1705.01406, arXiv.org, revised Jun 2017.
- 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).
- Duncan A. O’Brien & Smita Deb & Gideon Gal & Stephen J. Thackeray & Partha S. Dutta & Shin-ichiro S. Matsuzaki & Linda May & Christopher F. Clements, 2023. "Early warning signals have limited applicability to empirical lake data," Nature Communications, Nature, vol. 14(1), pages 1-14, December.
- L. Lin & M. Schatz & D. Sornette, 2019. "A simple mechanism for financial bubbles: time-varying momentum horizon," Quantitative Finance, Taylor & Francis Journals, vol. 19(6), pages 937-959, June.
- Yue Chen & Xiaojian Niu & Yan Zhang, 2019. "Exploring Contrarian Degree in the Trading Behavior of China's Stock Market," Complexity, Hindawi, vol. 2019, pages 1-12, April.
- Dong-Rui Chen & Chuang Liu & Yi-Cheng Zhang & Zi-Ke Zhang, 2019. "Predicting Financial Extremes Based on Weighted Visual Graph of Major Stock Indices," Complexity, Hindawi, vol. 2019, pages 1-17, October.
- Martin Lindegren & Vasilis Dakos & Joachim P Gröger & Anna Gårdmark & Georgs Kornilovs & Saskia A Otto & Christian Möllmann, 2012. "Early Detection of Ecosystem Regime Shifts: A Multiple Method Evaluation for Management Application," PLOS ONE, Public Library of Science, vol. 7(7), pages 1-9, July.
- Xin, C. & Yang, G. & Huang, J.P., 2017. "Ising game: Nonequilibrium steady states of resource-allocation systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 666-673.
- John Rutledge, 2015. "Economics as energy framework: Complexity, turbulence, financial crises, and protectionism," Review of Financial Economics, John Wiley & Sons, vol. 25(1), pages 10-18, April.
- Arthur Matsuo Yamashita Rios de Sousa & Hideki Takayasu & Misako Takayasu, 2017. "Detection of statistical asymmetries in non-stationary sign time series: Analysis of foreign exchange data," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-18, May.
- Huan Chen & Lixin Tian & Minggang Wang & Zaili Zhen, 2017. "Analysis of the Dynamic Evolutionary Behavior of American Heating Oil Spot and Futures Price Fluctuation Networks," Sustainability, MDPI, vol. 9(4), pages 1-29, April.
More about this item
Keywords
Quasi-isometric transformation; Tipping points; Early-warning; Time series; Complex networks;All these keywords.
Statistics
Access and download statisticsCorrections
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:560:y:2020:i:c:s0378437120305781. 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.