scholarly journals Horizontal visibility graphs: Exact results for random time series

2009 ◽  
Vol 80 (4) ◽  
Author(s):  
B. Luque ◽  
L. Lacasa ◽  
F. Ballesteros ◽  
J. Luque
2018 ◽  
Vol 8 (1) ◽  
Author(s):  
Minggang Wang ◽  
André L. M. Vilela ◽  
Ruijin Du ◽  
Longfeng Zhao ◽  
Gaogao Dong ◽  
...  

2012 ◽  
Vol 22 (07) ◽  
pp. 1250160 ◽  
Author(s):  
ANGEL NUÑEZ ◽  
LUCAS LACASA ◽  
EUSEBIO VALERO ◽  
JOSE PATRICIO GÓMEZ ◽  
BARTOLO LUQUE

The horizontal visibility algorithm was recently introduced as a mapping between time series and networks. The challenge lies in characterizing the structure of time series (and the processes that generated those series) using the powerful tools of graph theory. Recent works have shown that the visibility graphs inherit several degrees of correlations from their associated series, and therefore such graph theoretical characterization is in principle possible. However, both the mathematical grounding of this promising theory and its applications are in its infancy. Following this line, here we address the question of detecting hidden periodicity in series polluted with a certain amount of noise. We first put forward some generic properties of horizontal visibility graphs which allow us to define a (graph theoretical) noise reduction filter. Accordingly, we evaluate its performance for the task of calculating the period of noisy periodic signals, and compare our results with standard time domain (autocorrelation) methods. Finally, potentials, limitations and applications are discussed.


2012 ◽  
Vol 19 (6) ◽  
pp. 657-665 ◽  
Author(s):  
Z. G. Yu ◽  
V. Anh ◽  
R. Eastes ◽  
D.-L. Wang

Abstract. The multifractal properties of the daily solar X-ray brightness, Xl and Xs, during the period from 1 January 1986 to 31 December 2007 which includes two solar cycles are examined using the universal multifractal approach and multifractal detrended fluctuation analysis. Then we convert these time series into networks using the horizontal visibility graph technique. Multifractal analysis of the resulting networks is performed using an algorithm proposed by us. The results from the multifractal analysis show that multifractality exists in both raw daily time series of X-ray brightness and their horizontal visibility graphs. It is also found that the empirical K(q) curves of raw time series can be fitted by the universal multifractal model. The numerical results on the raw data show that the Solar Cycle 23 is weaker than the Solar Cycle 22 in multifractality. The values of h(2) from multifractal detrended fluctuation analysis for these time series indicate that they are stationary and persistent, and the correlations in the time series of Solar Cycle 23 are stronger than those for Solar Cycle 22. Furthermore, the multifractal scaling for the networks of the time series can reflect some properties which cannot be picked up by using the same analysis on the original time series. This suggests a potentially useful method to explore geophysical data.


2020 ◽  
Author(s):  
Michaela Areti Zervou ◽  
Effrosyni Doutsi ◽  
Pavlos Pavlidis ◽  
Panagiotis Tsakalides

AbstractProtein structure prediction is one of the most significant problems in bioinformatics, as it has a prominent role in understanding the function and evolution of proteins. Designing an efficient and accurate computational prediction method remains a pressing issue, especially for sequences that we cannot obtain a sufficient amount of homologous information from existing protein sequence databases. Several studies demonstrate the potential of utilizing chaos game representation (CGR) along with time series analysis tools such as recurrence quantification analysis (RQA), complex networks, horizontal visibility graphs (HVG) and others. However, the majority of existing works involve a large amount of features and they require an exhaustive, time consuming search of the optimal parameters. To address the aforementioned problems, this work adopts the generalized multidimensional recurrence quantification analysis (GmdRQA) as an efficient tool that enables to process concurrently multidimensional time series and reduce the number of features. In addition, two recently proposed data-driven algorithms, namely average mutual information (AMI) and false nearest neighbors (FNN), are utilized to define in a fast yet precise manner the optimal GmdRQA parameters. Finally yet importantly, the classification accuracy is improved by the combination of the aforementioned GmdRQA with the HVG. Experimental evaluation on a real benchmark dataset demonstrates that our methods achieve similar performance with the state-of-the-art but with a smaller computational cost.


Author(s):  
Davide Provenzano ◽  
Rodolfo Baggio

AbstractIn this study, we characterized the dynamics and analyzed the degree of synchronization of the time series of daily closing prices and volumes in US$ of three cryptocurrencies, Bitcoin, Ethereum, and Litecoin, over the period September 1,2015–March 31, 2020. Time series were first mapped into a complex network by the horizontal visibility algorithm in order to revel the structure of their temporal characters and dynamics. Then, the synchrony of the time series was investigated to determine the possibility that the cryptocurrencies under study co-bubble simultaneously. Findings reveal similar complex structures for the three virtual currencies in terms of number and internal composition of communities. To the aim of our analysis, such result proves that price and volume dynamics of the cryptocurrencies were characterized by cyclical patterns of similar wavelength and amplitude over the time period considered. Yet, the value of the slope parameter associated with the exponential distributions fitted to the data suggests a higher stability and predictability for Bitcoin and Litecoin than for Ethereum. The study of synchrony between the time series investigated displayed a different degree of synchronization between the three cryptocurrencies before and after a collapse event. These results could be of interest for investors who might prefer to switch from one cryptocurrency to another to exploit the potential opportunities of profit generated by the dynamics of price and volumes in the market of virtual currencies.


2017 ◽  
Vol 119 (4) ◽  
pp. 48008 ◽  
Author(s):  
Wen-Jie Xie ◽  
Rui-Qi Han ◽  
Zhi-Qiang Jiang ◽  
Lijian Wei ◽  
Wei-Xing Zhou

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