From time series to complex networks:: The visibility graph
From time series to complex networks:: The visibility graph
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DOI：
10.1073/pnas.0709247105
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发表时间：
2008-04-01
影响因子：
11.1
通讯作者：
Nuno, Juan Carlos
中科院分区：
文献类型：
--
作者：
Lacasa, Lucas;Luque, Bartolo;Nuno, Juan Carlos
在这项工作中，我们提出了一个简单而快速的计算方法，可见性算法，将时间序列转换成一个图形。所构造的图在其结构中继承了级数的几个性质。从而将周期序列转化为正则图，将随机序列转化为随机图。此外，分形序列转化为无标度网络，加强了幂律度分布与分形性有关的事实，最近高度讨论。文中列举了一些典型的算例和分析工具来检验该方法的可靠性。近年来在复杂网络理论中发展起来的许多不同的测度，都可以通过这种新的方法从一个新的角度来刻画时间序列。
In this work we present a simple and fast computational method, the visibility algorithm, that converts a time series into a graph. The constructed graph inherits several properties of the series in its structure. Thereby, periodic series convert into regular graphs, and random series do so into random graphs. Moreover, fractal series convert into scale-free networks, enhancing the fact that power law degree distributions are related to fractality, something highly discussed recently. Some remarkable examples and analytical tools are outlined to test the method's reliability. Many different measures, recently developed in the complex network theory, could by means of this new approach characterize time series from a new point of view.