A visibility graph averaging aggregation operator

Shiyu Chen, Yong Hu, Sankaran Mahadevan and Yong Deng

Physica A: Statistical Mechanics and its Applications, 2014, vol. 403, issue C, 1-12

Abstract: The problem of aggregation is of considerable importance in many disciplines. In this paper, a new type of operator called visibility graph averaging (VGA) aggregation operator is proposed. This proposed operator is based on the visibility graph which can convert a time series into a graph. The weights are obtained according to the importance of the data in the visibility graph. Finally, the VGA operator is used in the analysis of the TAIEX database to illustrate that it is practical and compared with the classic aggregation operators, it shows its advantage that it not only implements the aggregation of the data purely, but also conserves the time information. Meanwhile, the determination of the weights is more reasonable.

Keywords: The visibility graph; Aggregation operator; The ordered weighted averaging (OWA) aggregation; Forecasting (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:403:y:2014:i:c:p:1-12

DOI: 10.1016/j.physa.2014.02.015

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