IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v626y2023ics0378437123006489.html
   My bibliography  Save this article

Horizontal visibility graphs mapped from multifractal trinomial measures

Author

Listed:
  • Hu, Xiaohua
  • Niu, Min

Abstract

In this paper, we study the horizontal visibility graphs mapped from multifractal trinomial measures, which are determined by three parameters, p1, p2, and p3, where 0p22, and p1p3

Suggested Citation

  • Hu, Xiaohua & Niu, Min, 2023. "Horizontal visibility graphs mapped from multifractal trinomial measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 626(C).
  • Handle: RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123006489
    DOI: 10.1016/j.physa.2023.129093
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437123006489
    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.2023.129093?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. Han, Mengjiao & Fan, Qingju & Ling, Guang, 2022. "Multiscale online-horizontal-visibility-graph correlation analysis of financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
    2. Li, Sange & Shang, Pengjian, 2021. "Analysis of nonlinear time series using discrete generalized past entropy based on amplitude difference distribution of horizontal visibility graph," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    3. 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.
    4. Bellingeri, M. & Bevacqua, D. & Scotognella, F. & LU, Zhe-Ming & Cassi, D., 2018. "Efficacy of local attack strategies on the Beijing road complex weighted network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 316-328.
    5. Chen, Chen & Lu, Jun-an & Wu, Xiaoqun, 2010. "Complex networks constructed from irrational number sequences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(13), pages 2654-2662.
    6. Sulaimany, Sadegh & Mafakheri, Aso, 2023. "Visibility graph analysis of web server log files," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 611(C).
    7. Bai, Shiwei & Niu, Min, 2022. "The visibility graph of n-bonacci sequence," Chaos, Solitons & Fractals, Elsevier, vol. 163(C).
    8. 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.
    9. 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.
    10. Wang, Minggang & Xu, Hua & Tian, Lixin & Eugene Stanley, H., 2018. "Degree distributions and motif profiles of limited penetrable horizontal visibility graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 620-634.
    Full references (including those not matched with items on IDEAS)

    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. Hu, Xiaohua & Niu, Min, 2023. "Degree distributions and motif profiles of Thue–Morse complex network," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
    2. 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).
    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. Bai, Shiwei & Niu, Min & Wang, Yu, 2024. "The network structure of Sturmian sequences based on HVG," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 634(C).
    5. 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).
    6. 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.
    7. Liu, Jin-Long & Yu, Zu-Guo & Zhou, Yu, 2024. "A cross horizontal visibility graph algorithm to explore associations between two time series," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).
    8. 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.
    9. Peng, Xiaoyi & Zhao, Yi & Small, Michael, 2020. "Identification and prediction of bifurcation tipping points using complex networks based on quasi-isometric mapping," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    10. 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).
    11. 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).
    12. 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.
    13. 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.
    14. Yin, Kai & Wu, Jianjun & Wang, Weiping & Lee, Der-Horng & Wei, Yun, 2023. "An integrated resilience assessment model of urban transportation network: A case study of 40 cities in China," Transportation Research Part A: Policy and Practice, Elsevier, vol. 173(C).
    15. 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.
    16. 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.
    17. Nie, Chun-Xiao, 2022. "Analysis of critical events in the correlation dynamics of cryptocurrency market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 586(C).
    18. Ren, Weikai & Jin, Zhijun, 2023. "Phase space visibility graph," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
    19. Nie, Chun-Xiao, 2023. "Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices," Finance Research Letters, Elsevier, vol. 54(C).
    20. Chun-Xiao Nie & Fu-Tie Song, 2021. "Entropy of Graphs in Financial Markets," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1149-1166, April.

    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:626:y:2023:i:c:s0378437123006489. 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.