Mapping time series into signed networks via horizontal visibility graph
Author
Abstract
Suggested Citation
DOI: 10.1016/j.physa.2023.129404
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
- David Schoch, 2021. "Projecting signed two-mode networks," The Journal of Mathematical Sociology, Taylor & Francis Journals, vol. 45(1), pages 37-50, January.
- 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.
- Gonçalves, Bruna Amin & Carpi, Laura & Rosso, Osvaldo A. & Ravetti, Martín G. & Atman, A.P.F., 2019. "Quantifying instabilities in Financial Markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 606-615.
- 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).
- Telesca, Luciano & Lovallo, Michele & Toth, Laszlo, 2014. "Visibility graph analysis of 2002–2011 Pannonian seismicity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 219-224.
- Martín Gómez Ravetti & Laura C Carpi & Bruna Amin Gonçalves & Alejandro C Frery & Osvaldo A Rosso, 2014. "Distinguishing Noise from Chaos: Objective versus Subjective Criteria Using Horizontal Visibility Graph," PLOS ONE, Public Library of Science, vol. 9(9), pages 1-15, September.
- Li, Ming & Sun, Xichao & Xiao, Xi, 2019. "Revisiting fractional Gaussian noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 56-62.
- Zhou, Jianlin & Li, Lingbo & Zeng, An & Fan, Ying & Di, Zengru, 2018. "Random walk on signed networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 558-566.
- Bartolo Luque & Lucas Lacasa & Fernando J Ballesteros & Alberto Robledo, 2011. "Feigenbaum Graphs: A Complex Network Perspective of Chaos," PLOS ONE, Public Library of Science, vol. 6(9), pages 1-8, September.
- G. Gardner & A. C. Harvey & G. D. A. Phillips, 1980. "An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive–Moving Average Models by Means of Kaiman Filtering," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(3), pages 311-322, November.
- Telesca, Luciano & Lovallo, Michele & Pierini, Jorge O., 2012. "Visibility graph approach to the analysis of ocean tidal records," Chaos, Solitons & Fractals, Elsevier, vol. 45(9), pages 1086-1091.
- 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).
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- J. Alberto Conejero & Andrei Velichko & Òscar Garibo-i-Orts & Yuriy Izotov & Viet-Thanh Pham, 2024. "Exploring the Entropy-Based Classification of Time Series Using Visibility Graphs from Chaotic Maps," Mathematics, MDPI, vol. 12(7), pages 1-23, March.
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.- Davide Provenzano & Rodolfo Baggio, 2021. "Complexity traits and synchrony of cryptocurrencies price dynamics," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 941-955, December.
- Serinaldi, Francesco & Kilsby, Chris G., 2016. "Irreversibility and complex network behavior of stream flow fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 585-600.
- Spichak, David & Kupetsky, Audrey & Aragoneses, Andrés, 2021. "Characterizing complexity of non-invertible chaotic maps in the Shannon–Fisher information plane with ordinal patterns," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
- Fernandes, Leonardo H.S. & de Araújo, Fernando H.A. & Silva, Igor E.M. & Neto, Jusie S.P., 2021. "Macroeconophysics indicator of economic efficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
- Borges, João B. & Ramos, Heitor S. & Mini, Raquel A.F. & Rosso, Osvaldo A. & Frery, Alejandro C. & Loureiro, Antonio A.F., 2019. "Learning and distinguishing time series dynamics via ordinal patterns transition graphs," Applied Mathematics and Computation, Elsevier, vol. 362(C), pages 1-1.
- Jorge Calero-Sanz, 2022. "On the Degree Distribution of Haros Graphs," Mathematics, MDPI, vol. 11(1), pages 1-15, December.
- Robert G. Sacco, 2019. "The Predictability of Synchronicity Experience: Results from a Survey of Jungian Analysts," International Journal of Psychological Studies, Canadian Center of Science and Education, vol. 11(3), pages 1-46, September.
- Melard, Guy & Roy, Roch & Saidi, Abdessamad, 2006.
"Exact maximum likelihood estimation of structured or unit root multivariate time series models,"
Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2958-2986, July.
- Guy Melard & Roch Roy & Abdessamad Saidi, 2006. "Exact maximum likelihood estimation of structured or unit root multivariate time series models," ULB Institutional Repository 2013/13754, ULB -- Universite Libre de Bruxelles.
- Hu, Xiaohua & Niu, Min, 2023. "Horizontal visibility graphs mapped from multifractal trinomial measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 626(C).
- de Godoy, Isabelle Bueno Silva & McGrane-Corrigan, Blake & Mason, Oliver & Moral, Rafael de Andrade & Godoy, Wesley Augusto Conde, 2023. "Plant-host shift, spatial persistence, and the viability of an invasive insect population," Ecological Modelling, Elsevier, vol. 475(C).
- Telesca, Luciano & Lovallo, Michele & Ramirez-Rojas, Alejandro & Flores-Marquez, Leticia, 2013. "Investigating the time dynamics of seismicity by using the visibility graph approach: Application to seismicity of Mexican subduction zone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6571-6577.
- Ren, Weikai & Jin, Zhijun, 2023. "Phase space visibility graph," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
- Zhao, Xiaojun & Zhang, Pengyuan, 2020. "Multiscale horizontal visibility entropy: Measuring the temporal complexity of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
- 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).
- 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).
- Li, Ming & Wang, Anqi, 2020. "Fractal teletraffic delay bounds in computer networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
- Zhang, Bo & Wang, Jun & Fang, Wen, 2015. "Volatility behavior of visibility graph EMD financial time series from Ising interacting system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 432(C), pages 301-314.
- Cao, Run-Hua & Deng, Zheng-Hong & Xu, Ji-Wei, 2022. "Analysis of precipitation characteristics in Shanghai based on the visibility graph algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 597(C).
- Li, Lingbo & Fan, Ying & Zeng, An & Di, Zengru, 2019. "Binary opinion dynamics on signed networks based on Ising model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 433-442.
- Sam Strong & Siew Ping Tan, 1991. "The Australian Business Cycle: Its Definition and Existence," The Economic Record, The Economic Society of Australia, vol. 67(2), pages 115-125, June.
More about this item
Keywords
Signed network; Horizontal visibility; Degree distribution; Entropy; Serial correlation;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:633:y:2024:i:c:s0378437123009597. 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.