A novel visibility graph transformation of time series into weighted networks

Paiheng Xu, Rong Zhang and Yong Deng

Chaos, Solitons & Fractals, 2018, vol. 117, issue C, 201-208

Abstract: Analyzing time series from the perspective of complex network has interested many scientists. In this paper, based on visibility graph theory a novel method of constructing weighted complex network from time series is proposed. The first step is to determine the weights of vertices in time series, which linearly combines the weights generated by induced ordered averaging aggregation operator (IOWA) and visibility graph aggregation operator (VGA). Then, two strategies, averaging strategy and gravity strategy, are proposed to construct weighted network. To testify the validity of proposed method, an artificial case is adopted, in which link prediction is used to evaluate the performance of the weighted network. It is shown that the weighted network constructed by proposed method greatly outperforms the unweighted network obtained by traditional visibility graph theory.

Keywords: Time series; Visibility graph; IOWA operator; VGA operator; Weighted network (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (12)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0960077918307276
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:117:y:2018:i:c:p:201-208

DOI: 10.1016/j.chaos.2018.07.039

Access Statistics for this article

Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros

More articles in Chaos, Solitons & Fractals from Elsevier
Bibliographic data for series maintained by Thayer, Thomas R. ().