From time series to complex networks:: The visibility graph

被引：1268

作者：

Lacasa, Lucas ^{[1
]}

Luque, Bartolo ^{[1
]}

Ballesteros, Fernando ^{[2
]}

Luque, Jordi ^{[3
]}

Nuno, Juan Carlos ^{[4
]}

机构：

[1] Univ Politecn Madrid, ETSI Aeronaut, Dept Matemat Aplicada & Estadist, E-28040 Madrid, Spain

[2] Univ Valencia, Astron Observ, Valencia 46010, Spain

[3] Univ Politecn Cataluna, Dept Teoria Senyal & Comunicac, ES-08034 Barcelona, Spain

[4] Univ Politecn Madrid, ETSI Montes, Dept Matemat Aplicada Los Recursos Nat, E-28040 Madrid, Spain

来源：

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA | 2008年 / 105卷 / 13期

关键词：

Brownian motion; complex systems; fractals;

D O I：

10.1073/pnas.0709247105

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

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.

引用

页码：4972 / 4975

页数：4