Detection of time irreversibility in interbeat interval time series by visible and nonvisible motifs from horizontal visibility graph

2020 ◽  
Vol 62 ◽  
pp. 102052
Author(s):  
G.I. Choudhary ◽  
W. Aziz ◽  
P. Fränti
IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 9926-9934 ◽  
Author(s):  
Gulraiz Iqbal Choudhary ◽  
Wajid Aziz ◽  
Ishtiaq Rasool Khan ◽  
Susanto Rahardja ◽  
Pasi Franti

2020 ◽  
pp. 2150013
Author(s):  
Yi Yin ◽  
Wenjing Wang ◽  
Qiang Li ◽  
Zunsong Ren ◽  
Pengjian Shang

In this paper, we propose Jensen–Shannon divergence (JSD) based on horizontal visibility graph (HVG) to measure the time series irreversibility for both stationary and non-stationary series efficiently. Numerical simulations are first conducted to show the validity of the proposed method and then empirical applications to the financial time series and traffic time series are investigated. It can be found that JSD shows better robustness than Kullback–Leibler divergence (KLD) on quantifying time series irreversibility and correctly distinguishes the different type of simulated series. For the empirical analysis, JSD based on HVG is able to detect the significant time irreversibility of stock indices and reveal the relationship between different stock indices. JSD results show the time irreversibility of speed time series for different detectors and present better accuracy and robustness than KLD. The hierarchical clustering based on their behavior of time irreversibility obtained by JSD classifies the detectors into four groups.


Author(s):  
Jiawei Yang ◽  
Gulraiz Iqbal Choudhary ◽  
Susanto Rahardja ◽  
Pasi Franti

Author(s):  
M. McCullough ◽  
M. Small ◽  
H. H. C. Iu ◽  
T. Stemler

In this study, we propose a new information theoretic measure to quantify the complexity of biological systems based on time-series data. We demonstrate the potential of our method using two distinct applications to human cardiac dynamics. Firstly, we show that the method clearly discriminates between segments of electrocardiogram records characterized by normal sinus rhythm, ventricular tachycardia and ventricular fibrillation. Secondly, we investigate the multiscale complexity of cardiac dynamics with respect to age in healthy individuals using interbeat interval time series and compare our findings with a previous study which established a link between age and fractal-like long-range correlations. The method we use is an extension of the symbolic mapping procedure originally proposed for permutation entropy. We build a Markov chain of the dynamics based on order patterns in the time series which we call an ordinal network, and from this model compute an intuitive entropic measure of transitional complexity. A discussion of the model parameter space in terms of traditional time delay embedding provides a theoretical basis for our multiscale approach. As an ancillary discussion, we address the practical issue of node aliasing and how this effects ordinal network models of continuous systems from discrete time sampled data, such as interbeat interval time series. This article is part of the themed issue ‘Mathematical methods in medicine: neuroscience, cardiology and pathology’.


2020 ◽  
Author(s):  
Ganesh Ghimire ◽  
Navid Jadidoleslam ◽  
Witold Krajewski ◽  
Anastasios Tsonis

<p>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 (USGS) stream-gauge stations in the state of Iowa. They employ a novel approach called visibility graph (VG). It uses the concept of mapping time series into complex networks to investigate the time evolutionary behavior of dynamical system. The authors focus on a simple variant of VG algorithm called horizontal visibility graph (HVG). The tracking of dynamics and hence, the predictability of streamflow processes, are carried out by extracting two key pieces of information called characteristic exponent, λ of degree distribution and global clustering coefficient, GC pertaining to HVG derived network. The authors use these two measures to identify whether streamflow process has its origin in random or chaotic processes. They show that the characterization of streamflow dynamics is sensitive to data attributes. Through a systematic and comprehensive analysis, the authors illustrate that streamflow dynamics characterization is sensitive to the normalization, and the time-scale of streamflow time-series. At daily scale, streamflow at all stations used in the analysis, reveals randomness with strong spatial scale (basin size) dependence. This has implications for predictability of streamflow and floods. The authors demonstrate that dynamics transition through potentially chaotic to randomly correlated process as the averaging time-scale increases. Finally, the temporal trends of λ and GC are statistically significant at about 40% of the total number of stations analyzed. Attributing this trend to factors such as changing climate or land use requires further research.</p>


2016 ◽  
Vol 6 (1) ◽  
Author(s):  
Zhong-Ke Gao ◽  
Qing Cai ◽  
Yu-Xuan Yang ◽  
Wei-Dong Dang ◽  
Shan-Shan Zhang

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