Degree distributions and motif profiles of limited penetrable horizontal visibility graphs

Abstract The algorithm of limited penetrable horizontal visibility graphs (LPHVGs) including the limited penetrable horizontal visibility graph [LPHVG( ρ )], the directed limited penetrable horizontal visibility graph [DLPHVG( ρ )] and the image limited penetrable horizontal visibility graph [ILPHVG n ( ρ ) )] are used to map time series (or matrices) on graphs and are powerful tools for analyzing time series. We derive the degree distributions of LPHVGs using an iterative LPHVGs construction process. We propose a more intuitive method of reproducing the construction process of limited penetrable horizontal visibility graphs that is simple to calculate. We find that the results confirm the analytical results from previous methods. We then introduce the concept of sequential LPHVG( ρ ) motifs and present a theoretical way of computing the exact motif profiles associated with unrelated random series. We perform several numerical simulations to further check the accuracy of our theoretical results. Finally we use the analytical results of LPHVG( ρ ) motif profiles to distinguish among random, periodic, and chaotic signals and find that the frequency of the type-I motif captures sufficient information to easily distinguish among different processes.

[1]  L. Tian,et al.  Research on the co-movement between high-end talent and economic growth: A complex network approach , 2018 .

[2]  Jiang Wang,et al.  Functional brain networks in Alzheimer’s disease: EEG analysis based on limited penetrable visibility graph and phase space method , 2016 .

[3]  J. Koenderink Q… , 2014, Les noms officiels des communes de Wallonie, de Bruxelles-Capitale et de la communaute germanophone.

[4]  Lucas Lacasa,et al.  Sequential motif profile of natural visibility graphs. , 2016, Physical review. E.

[5]  Zhou Ting-Ting,et al.  Limited penetrable visibility graph for establishing complex network from time series , 2012 .

[6]  Lixin Tian,et al.  From time series to complex networks: The phase space coarse graining , 2016 .

[7]  L. Tian,et al.  Systemic risk and spatiotemporal dynamics of the consumer market of China , 2017 .

[8]  Zhiyong Gao,et al.  Complex network theory-based condition recognition of electromechanical system in process industry , 2016 .

[9]  Lixin Tian,et al.  Exact results of the limited penetrable horizontal visibility graph associated to random time series and its application , 2017, Scientific Reports.

[10]  Lucas Lacasa,et al.  Network structure of multivariate time series , 2014, Scientific Reports.

[11]  Muhammad Sahimi,et al.  Mapping stochastic processes onto complex networks , 2009 .

[12]  Jürgen Kurths,et al.  Recurrence networks—a novel paradigm for nonlinear time series analysis , 2009, 0908.3447.

[13]  P. Erdos,et al.  On the existence of a factor of degree one of a connected random graph , 1966 .

[14]  Zhongke Gao,et al.  Complex network from time series based on phase space reconstruction. , 2009, Chaos.

[15]  Chi Xie,et al.  Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks , 2016, Computational Economics.

[16]  Joachim Peinke,et al.  Approaching complexity by stochastic methods: From biological systems to turbulence , 2011 .

[17]  M Small,et al.  Complex network from pseudoperiodic time series: topology versus dynamics. , 2006, Physical review letters.

[18]  Lixin Tian,et al.  A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithms , 2018, Applied Energy.

[19]  Chi Xie,et al.  Extreme risk spillover network: application to financial institutions , 2017 .

[20]  L. Tian,et al.  The measurement of China's consumer market development based on CPI data , 2018 .

[21]  Chi Xie,et al.  Multiscale correlation networks analysis of the US stock market: a wavelet analysis , 2016, Journal of Economic Interaction and Coordination.

[22]  Michael Small,et al.  Superfamily phenomena and motifs of networks induced from time series , 2008, Proceedings of the National Academy of Sciences.

[23]  Lucas Lacasa,et al.  Sequential visibility-graph motifs. , 2015, Physical review. E.

[24]  Duncan J. Watts,et al.  Collective dynamics of ‘small-world’ networks , 1998, Nature.

[25]  Huajiao Li,et al.  Transmission of linear regression patterns between time series: from relationship in time series to complex networks. , 2014, Physical review. E, Statistical, nonlinear, and soft matter physics.

[26]  L. Tian,et al.  Analysis of the Dynamic Evolutionary Behavior of American Heating Oil Spot and Futures Price Fluctuation Networks , 2017 .

[27]  Albert,et al.  Emergence of scaling in random networks , 1999, Science.

[28]  B. Luque,et al.  Horizontal visibility graphs: exact results for random time series. , 2009, Physical review. E, Statistical, nonlinear, and soft matter physics.

[29]  Zhongke Gao,et al.  Multilayer Network from Multivariate Time Series for Characterizing Nonlinear Flow Behavior , 2017, Int. J. Bifurc. Chaos.

[30]  Lixin Tian,et al.  Research on the interaction patterns among the global crude oil import dependency countries: A complex network approach , 2016 .

[31]  Michael Small,et al.  Recurrence-based time series analysis by means of complex network methods , 2010, Int. J. Bifurc. Chaos.

[32]  Lucas Lacasa,et al.  From time series to complex networks: The visibility graph , 2008, Proceedings of the National Academy of Sciences.

[33]  Haizhong An,et al.  Research on patterns in the fluctuation of the co-movement between crude oil futures and spot prices: A complex network approach , 2014 .

[34]  Lixin Tian,et al.  Fluctuation behavior analysis of international crude oil and gasoline price based on complex network perspective , 2016 .

[35]  Lixin Tian,et al.  A complex network perspective on interrelations and evolution features of international oil trade, 2002–2013☆ , 2017 .

[36]  Lucas Lacasa,et al.  Description of stochastic and chaotic series using visibility graphs. , 2010, Physical review. E, Statistical, nonlinear, and soft matter physics.

[37]  L. Tian,et al.  Research on the development efficiency of regional high-end talent in China: A complex network approach , 2017, PloS one.

[38]  Huajiao Li,et al.  Characteristics of the transmission of autoregressive sub-patterns in financial time series , 2014, Scientific Reports.

[39]  Lucas Lacasa,et al.  On the degree distribution of horizontal visibility graphs associated with Markov processes and dynamical systems: diagrammatic and variational approaches , 2014, 1402.5368.

[40]  M. Newman,et al.  Renormalization Group Analysis of the Small-World Network Model , 1999, cond-mat/9903357.

[41]  Lixin Tian,et al.  Regulating effect of the energy market—Theoretical and empirical analysis based on a novel energy prices–energy supply–economic growth dynamic system , 2015 .

[42]  Lijian Wei,et al.  Analytic degree distributions of horizontal visibility graphs mapped from unrelated random series and multifractal binomial measures , 2017 .

[43]  Tsuyoshi Murata,et al.  {m , 1934, ACML.

[44]  Zhong-Ke Gao,et al.  Multiscale complex network for analyzing experimental multivariate time series , 2015 .

[45]  Lixin Tian,et al.  Topological properties of the limited penetrable horizontal visibility graph family. , 2017, Physical review. E.

[46]  G. G. Stokes "J." , 1890, The New Yale Book of Quotations.

[47]  Wei-Dong Dang,et al.  Multiscale limited penetrable horizontal visibility graph for analyzing nonlinear time series , 2016, Scientific Reports.

[48]  J. Kurths,et al.  Complex network approach for recurrence analysis of time series , 2009, 0907.3368.

[49]  Lixin Tian,et al.  A novel approach for oil price forecasting based on data fluctuation network , 2018 .