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Journal ArticleDOI

From time series to complex networks: The visibility graph

TL;DR: A simple and fast computational method, the visibility algorithm, that converts a time series into a graph, which inherits several properties of the series in its structure, enhancing the fact that power law degree distributions are related to fractality.
Abstract: 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.

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Journal ArticleDOI
TL;DR: This survey article enumerates, categorizes, and compares many of the methods that have been proposed to detect change points in time series, and presents some grand challenges for the community to consider.
Abstract: Change points are abrupt variations in time series data. Such abrupt changes may represent transitions that occur between states. Detection of change points is useful in modelling and prediction of time series and is found in application areas such as medical condition monitoring, climate change detection, speech and image analysis, and human activity analysis. This survey article enumerates, categorizes, and compares many of the methods that have been proposed to detect change points in time series. The methods examined include both supervised and unsupervised algorithms that have been introduced and evaluated. We introduce several criteria to compare the algorithms. Finally, we present some grand challenges for the community to consider.

788 citations


Cites methods from "From time series to complex network..."

  • ...This graph can be defined based on a minimum spanning tree [26], minimum distance pairing [52], nearest neighbor graph [26,52], or visibility graph [40,66]....

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01 Jan 1952

748 citations

Journal ArticleDOI
TL;DR: In this article, a new approach for analyzing the structural properties of time series from complex systems is presented, which can be considered as a unifying framework for transforming time series into complex networks that also includes other existing methods as special cases.
Abstract: This paper presents a new approach for analysing the structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency matrix of an associated complex network, which links different points in time if the considered states are closely neighboured in phase space. In comparison with similar network-based techniques the new approach has important conceptual advantages, and can be considered as a unifying framework for transforming time series into complex networks that also includes other existing methods as special cases. It has been demonstrated here that there are fundamental relationships between many topological properties of recurrence networks and different nontrivial statistical properties of the phase space density of the underlying dynamical system. Hence, this novel interpretation of the recurrence matrix yields new quantitative characteristics (such as average path length, clustering coefficient, or centrality measures of the recurrence network) related to the dynamical complexity of a time series, most of which are not yet provided by other existing methods of nonlinear time series analysis.

548 citations

Journal ArticleDOI
TL;DR: The horizontal visibility algorithm as mentioned in this paper is a geometrically simpler and analytically solvable version of our former algorithm, focusing on the mapping of random series series of independent identically distributed random variables.
Abstract: networks. This procedure allows us to apply methods of complex network theory for characterizing time series. In this work we present the horizontal visibility algorithm, a geometrically simpler and analytically solvable version of our former algorithm, focusing on the mapping of random series series of independent identically distributed random variables. After presenting some properties of the algorithm, we present exact results on the topological properties of graphs associated with random series, namely, the degree distribution, the clustering coefficient, and the mean path length. We show that the horizontal visibility algorithm stands as a simple method to discriminate randomness in time series since any random series maps to a graph with an exponential degree distribution of the shape Pk=1 /32 /3 k2 , independent of the probability distribution from which the series was generated. Accordingly, visibility graphs with other Pk are related to nonrandom series. Numerical simulations confirm the accuracy of the theorems for finite series. In a second part, we show that the method is able to distinguish chaotic series from independent and identically distributed i.i.d. theory, studying the following situations: i noise-free low-dimensional chaotic series, ii low-dimensional noisy chaotic series, even in the presence of large amounts of noise, and iii high-dimensional chaotic series coupled map lattice, without needs for additional techniques such as surrogate data or noise reduction methods. Finally, heuristic arguments are given to explain the topological properties of chaotic series, and several sequences that are conjectured to be random are analyzed.

547 citations

Journal ArticleDOI
TL;DR: A novel approach for analysing time series using complex network theory is proposed and the potential of these complex network measures for the detection of dynamical transitions is illustrated by using the logistic map.

516 citations


Cites background from "From time series to complex network..."

  • ...od [5]). Other approaches for the study of time series by a complex network analysis suggested using linear correlations [34] or another certain condition on the time series amplitudes (“visibility”) [35]. In this letter, we demonstrate that the recurrence matrix (analogously to [31]) can be considered as the adjacency matrix of an undirected, unweighted network, allowing us to study time series using...

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References
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Journal ArticleDOI
04 Jun 1998-Nature
TL;DR: Simple models of networks that can be tuned through this middle ground: regular networks ‘rewired’ to introduce increasing amounts of disorder are explored, finding that these systems can be highly clustered, like regular lattices, yet have small characteristic path lengths, like random graphs.
Abstract: Networks of coupled dynamical systems have been used to model biological oscillators, Josephson junction arrays, excitable media, neural networks, spatial games, genetic control networks and many other self-organizing systems. Ordinarily, the connection topology is assumed to be either completely regular or completely random. But many biological, technological and social networks lie somewhere between these two extremes. Here we explore simple models of networks that can be tuned through this middle ground: regular networks 'rewired' to introduce increasing amounts of disorder. We find that these systems can be highly clustered, like regular lattices, yet have small characteristic path lengths, like random graphs. We call them 'small-world' networks, by analogy with the small-world phenomenon (popularly known as six degrees of separation. The neural network of the worm Caenorhabditis elegans, the power grid of the western United States, and the collaboration graph of film actors are shown to be small-world networks. Models of dynamical systems with small-world coupling display enhanced signal-propagation speed, computational power, and synchronizability. In particular, infectious diseases spread more easily in small-world networks than in regular lattices.

39,297 citations

Journal ArticleDOI
15 Oct 1999-Science
TL;DR: A model based on these two ingredients reproduces the observed stationary scale-free distributions, which indicates that the development of large networks is governed by robust self-organizing phenomena that go beyond the particulars of the individual systems.
Abstract: Systems as diverse as genetic networks or the World Wide Web are best described as networks with complex topology. A common property of many large networks is that the vertex connectivities follow a scale-free power-law distribution. This feature was found to be a consequence of two generic mechanisms: (i) networks expand continuously by the addition of new vertices, and (ii) new vertices attach preferentially to sites that are already well connected. A model based on these two ingredients reproduces the observed stationary scale-free distributions, which indicates that the development of large networks is governed by robust self-organizing phenomena that go beyond the particulars of the individual systems.

33,771 citations

Journal ArticleDOI
TL;DR: In this paper, a simple model based on the power-law degree distribution of real networks was proposed, which was able to reproduce the power law degree distribution in real networks and to capture the evolution of networks, not just their static topology.
Abstract: The emergence of order in natural systems is a constant source of inspiration for both physical and biological sciences. While the spatial order characterizing for example the crystals has been the basis of many advances in contemporary physics, most complex systems in nature do not offer such high degree of order. Many of these systems form complex networks whose nodes are the elements of the system and edges represent the interactions between them. Traditionally complex networks have been described by the random graph theory founded in 1959 by Paul Erdohs and Alfred Renyi. One of the defining features of random graphs is that they are statistically homogeneous, and their degree distribution (characterizing the spread in the number of edges starting from a node) is a Poisson distribution. In contrast, recent empirical studies, including the work of our group, indicate that the topology of real networks is much richer than that of random graphs. In particular, the degree distribution of real networks is a power-law, indicating a heterogeneous topology in which the majority of the nodes have a small degree, but there is a significant fraction of highly connected nodes that play an important role in the connectivity of the network. The scale-free topology of real networks has very important consequences on their functioning. For example, we have discovered that scale-free networks are extremely resilient to the random disruption of their nodes. On the other hand, the selective removal of the nodes with highest degree induces a rapid breakdown of the network to isolated subparts that cannot communicate with each other. The non-trivial scaling of the degree distribution of real networks is also an indication of their assembly and evolution. Indeed, our modeling studies have shown us that there are general principles governing the evolution of networks. Most networks start from a small seed and grow by the addition of new nodes which attach to the nodes already in the system. This process obeys preferential attachment: the new nodes are more likely to connect to nodes with already high degree. We have proposed a simple model based on these two principles wich was able to reproduce the power-law degree distribution of real networks. Perhaps even more importantly, this model paved the way to a new paradigm of network modeling, trying to capture the evolution of networks, not just their static topology.

18,415 citations

Journal ArticleDOI
TL;DR: Developments in this field are reviewed, including such concepts as the small-world effect, degree distributions, clustering, network correlations, random graph models, models of network growth and preferential attachment, and dynamical processes taking place on networks.
Abstract: Inspired by empirical studies of networked systems such as the Internet, social networks, and biological networks, researchers have in recent years developed a variety of techniques and models to help us understand or predict the behavior of these systems. Here we review developments in this field, including such concepts as the small-world effect, degree distributions, clustering, network correlations, random graph models, models of network growth and preferential attachment, and dynamical processes taking place on networks.

17,647 citations