Mapping time series into signed networks via horizontal visibility graph

Meng Gao and Ruijun Ge

Physica A: Statistical Mechanics and its Applications, 2024, vol. 633, issue C

Abstract: Time series could be mapped into complex networks through the visibility or horizontal visibility algorithms, and the properties of the constructed network reflect the nonlinear dynamics of the time series. When horizontal visibility algorithm is directly applied to climate anomaly time series, in which both local maximum and local minimum are equally important, local minimum might be “overlooked”. In this paper, we propose a new method that maps climate anomaly time series into signed networks. Positive and negative data values of climate anomaly time series are classified into two types and mapped as nodes of signed networks. Links connecting nodes of the same type are assigned positive signs, while links connecting neighboring nodes of different types are assigned negative signs. This method is also applicable to time series those are assumed to be “stationary” or with no significant trends. Four kinds of degree as well as the degree distributions of the signed networks have been defined. Specifically, the degree and degree distribution could be partly derived analytically for periodic and uncorrelated random time series. The theoretical predictions for periodic and uncorrelated random time series have also been verified by extensive numerical simulations. Based on the entropy of the distribution of net degree, we propose a new complexity measure for chaotic time series. Compared to some previous complexity measures, the new complexity measure is an objective measure without transforming continuous values into discrete probability distributions but still has higher accuracy and sensitivity. Moreover, correlation information of stochastic time series can also be extracted via a topological parameter, the mean of ratio degree, of the signed networks. The extraction of serial correlation has been illustrated through numerical simulations and verified through an empirical climate time series.

Keywords: Signed network; Horizontal visibility; Degree distribution; Entropy; Serial correlation (search for similar items in EconPapers)
Date: 2024
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009597

DOI: 10.1016/j.physa.2023.129404

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