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From the time series to the complex networks: the parametric natural visibility graph. (English) Zbl 1395.62264

Summary: We present the modification of natural visibility graph (NVG) algorithm used for the mapping of the time series to the complex networks (graphs). We propose the parametric natural visibility graph (PNVG) algorithm. The PNVG consists of NVG links, which satisfy an additional constraint determined by a newly introduced continuous parameter–the view angle. The alteration of view angle modifies the PNVG and its properties such as the average node degree, average link length of the graph as well as cluster quantity of built graph, etc. We calculated and analyzed different PNVG properties depending on the view angle for different types of the time series such as the random (uncorrelated, correlated and fractal) and cardiac rhythm time series for healthy and ill patients. Investigation of different PNVG properties shows that the view angle gives a new approach to characterize the structure of the time series that are invisible in the conventional version of the algorithm. It is also shown that the PNVG approach allows us to distinguish, identify and describe in detail various time series.

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H30 Classification and discrimination; cluster analysis (statistical aspects)
05C83 Graph minors

Software:

PhysioToolkit
PDFBibTeX XMLCite
Full Text: DOI arXiv

References:

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