Visibility networks for time series
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Visibility Complex Networks for Chaotic TimeSeries
Georgi D. Gospodinov
Rachel L. Maitra
Applied Mathematics DepartmentWentworth Institute of Technology
June 11, 2014
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 2: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/2.jpg)
Introduction: Visibility Complex Networks
Temporal sequences of measurements or observations (timeseries) are the basic elements for investigating naturalphenomena
Time series analysis aims at understanding the dynamics ofstochastic or chaotic processes
Methods have been proposed to transform a single time seriesto a complex network so that the dynamics of the process canbe understood by investigating the topological properties ofthe network
The recently developed method of Visibility Graphs transformsa time series into a complex network which inherits severalproperties of the time series in its structure
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 3: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/3.jpg)
Introduction: Visibility Complex Networks
Temporal sequences of measurements or observations (timeseries) are the basic elements for investigating naturalphenomena
Time series analysis aims at understanding the dynamics ofstochastic or chaotic processes
Methods have been proposed to transform a single time seriesto a complex network so that the dynamics of the process canbe understood by investigating the topological properties ofthe network
The recently developed method of Visibility Graphs transformsa time series into a complex network which inherits severalproperties of the time series in its structure
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 4: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/4.jpg)
Introduction: Visibility Complex Networks
Temporal sequences of measurements or observations (timeseries) are the basic elements for investigating naturalphenomena
Time series analysis aims at understanding the dynamics ofstochastic or chaotic processes
Methods have been proposed to transform a single time seriesto a complex network so that the dynamics of the process canbe understood by investigating the topological properties ofthe network
The recently developed method of Visibility Graphs transformsa time series into a complex network which inherits severalproperties of the time series in its structure
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 5: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/5.jpg)
Introduction: Visibility Complex Networks
Temporal sequences of measurements or observations (timeseries) are the basic elements for investigating naturalphenomena
Time series analysis aims at understanding the dynamics ofstochastic or chaotic processes
Methods have been proposed to transform a single time seriesto a complex network so that the dynamics of the process canbe understood by investigating the topological properties ofthe network
The recently developed method of Visibility Graphs transformsa time series into a complex network which inherits severalproperties of the time series in its structure
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 6: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/6.jpg)
Basic Definitions
Definition
The visibility criterion for mapping a time series into a network isdefined as follows. Two arbitrary data (ta, ya) and (tb, yb) in thetime series are visible if any other data (tc , yc) such thatta < tb < tc fulfills
yc < ya + (yb − ya)tc − tatb − ta
.
Visibility algorithm for a time series.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 7: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/7.jpg)
Basic Definitions
Definition
The visibility criterion for mapping a time series into a network isdefined as follows. Two arbitrary data (ta, ya) and (tb, yb) in thetime series are visible if any other data (tc , yc) such thatta < tb < tc fulfills
yc < ya + (yb − ya)tc − tatb − ta
.
Visibility algorithm for a time series.Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 8: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/8.jpg)
Basic Invariant Properties
a) Original time serieswith visibility links
b) Translation of thedata
c) Vertical rescaling
d) Horizontal rescaling
e) Addition of a lineartrend to the data
Note: The visibilitygraph remainsinvariant in all of theabove cases
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 9: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/9.jpg)
Basic Invariant Properties
a) Original time serieswith visibility links
b) Translation of thedata
c) Vertical rescaling
d) Horizontal rescaling
e) Addition of a lineartrend to the data
Note: The visibilitygraph remainsinvariant in all of theabove cases
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 10: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/10.jpg)
Basic Invariant Properties
a) Original time serieswith visibility links
b) Translation of thedata
c) Vertical rescaling
d) Horizontal rescaling
e) Addition of a lineartrend to the data
Note: The visibilitygraph remainsinvariant in all of theabove cases
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 11: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/11.jpg)
Basic Invariant Properties
a) Original time serieswith visibility links
b) Translation of thedata
c) Vertical rescaling
d) Horizontal rescaling
e) Addition of a lineartrend to the data
Note: The visibilitygraph remainsinvariant in all of theabove cases
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 12: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/12.jpg)
Basic Invariant Properties
a) Original time serieswith visibility links
b) Translation of thedata
c) Vertical rescaling
d) Horizontal rescaling
e) Addition of a lineartrend to the data
Note: The visibilitygraph remainsinvariant in all of theabove cases
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 13: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/13.jpg)
Basic Invariant Properties
a) Original time serieswith visibility links
b) Translation of thedata
c) Vertical rescaling
d) Horizontal rescaling
e) Addition of a lineartrend to the data
Note: The visibilitygraph remainsinvariant in all of theabove cases
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 14: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/14.jpg)
Basic Properties
the associated visibility graph is connected
periodic, random, and fractal time series map into motif-like,exponential, and scale-free visibility graphs, respectively
the visibility algorithm has been used to estimate the Hurstexponent in fractional Brownian series via the linearrelationship between the Hurst exponent and the the exponentof the power law degree distribution in the scale-freeassociated visibility graph
the visibility algorithm has been applied to analyze time seriesin different contexts, from dynamics, atmospheric sciences, tofinance
the visibility algorithm decomposes time series in aconcatenation of graph motifs, and in this sense acts as ageometric transform
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 15: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/15.jpg)
Basic Properties
the associated visibility graph is connected
periodic, random, and fractal time series map into motif-like,exponential, and scale-free visibility graphs, respectively
the visibility algorithm has been used to estimate the Hurstexponent in fractional Brownian series via the linearrelationship between the Hurst exponent and the the exponentof the power law degree distribution in the scale-freeassociated visibility graph
the visibility algorithm has been applied to analyze time seriesin different contexts, from dynamics, atmospheric sciences, tofinance
the visibility algorithm decomposes time series in aconcatenation of graph motifs, and in this sense acts as ageometric transform
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 16: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/16.jpg)
Basic Properties
the associated visibility graph is connected
periodic, random, and fractal time series map into motif-like,exponential, and scale-free visibility graphs, respectively
the visibility algorithm has been used to estimate the Hurstexponent in fractional Brownian series via the linearrelationship between the Hurst exponent and the the exponentof the power law degree distribution in the scale-freeassociated visibility graph
the visibility algorithm has been applied to analyze time seriesin different contexts, from dynamics, atmospheric sciences, tofinance
the visibility algorithm decomposes time series in aconcatenation of graph motifs, and in this sense acts as ageometric transform
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 17: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/17.jpg)
Basic Properties
the associated visibility graph is connected
periodic, random, and fractal time series map into motif-like,exponential, and scale-free visibility graphs, respectively
the visibility algorithm has been used to estimate the Hurstexponent in fractional Brownian series via the linearrelationship between the Hurst exponent and the the exponentof the power law degree distribution in the scale-freeassociated visibility graph
the visibility algorithm has been applied to analyze time seriesin different contexts, from dynamics, atmospheric sciences, tofinance
the visibility algorithm decomposes time series in aconcatenation of graph motifs, and in this sense acts as ageometric transform
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 18: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/18.jpg)
Basic Properties
the associated visibility graph is connected
periodic, random, and fractal time series map into motif-like,exponential, and scale-free visibility graphs, respectively
the visibility algorithm has been used to estimate the Hurstexponent in fractional Brownian series via the linearrelationship between the Hurst exponent and the the exponentof the power law degree distribution in the scale-freeassociated visibility graph
the visibility algorithm has been applied to analyze time seriesin different contexts, from dynamics, atmospheric sciences, tofinance
the visibility algorithm decomposes time series in aconcatenation of graph motifs, and in this sense acts as ageometric transform
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 19: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/19.jpg)
Degree Distribution of Scale-Free HVG
5 10 15 20 25 k
2
4
6
8
ln@PHkLDLinear Fit to ln@PHkLD for x-Henon Time Seriesof Length Ranging from 215 to 223 Points
223 Points, l=0.333222 Points, l=0.323221 Points, l=0.320220 Points, l=0.304219 Points, l=0.305218 Points, l=0.313217 Points, l=0.285216 Points, l=0.280215 Points, l=0.301
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 20: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/20.jpg)
The Horizontal Visibility Algorithm
the general visibility algorithm was introduced above
the horizontal visibility algorithm is a special case of thegeneral visibility algorithm: ya and yb are visible if ya, yb > ycfor all c such that a < c < b
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 21: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/21.jpg)
The Horizontal Visibility Algorithm
the general visibility algorithm was introduced above
the horizontal visibility algorithm is a special case of thegeneral visibility algorithm: ya and yb are visible if ya, yb > ycfor all c such that a < c < b
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 22: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/22.jpg)
The Horizontal Visibility Algorithm
the general visibility algorithm was introduced above
the horizontal visibility algorithm is a special case of thegeneral visibility algorithm: ya and yb are visible if ya, yb > ycfor all c such that a < c < b
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 23: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/23.jpg)
Random Time Series: HVG Degree Distribution
(left) First 250 values of R(t), where R is a random series of107 data values extracted from U[0, 1]
(right) Degree distribution P(k) of the visibility graphassociated with R(t) (plotted in semilog)
The tail is clearly exponential, a behavior due to data withlarge values (rare events), which are the hubs.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 24: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/24.jpg)
Random Time Series: HVG Degree Distribution
(left) First 250 values of R(t), where R is a random series of107 data values extracted from U[0, 1]
(right) Degree distribution P(k) of the visibility graphassociated with R(t) (plotted in semilog)
The tail is clearly exponential, a behavior due to data withlarge values (rare events), which are the hubs.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 25: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/25.jpg)
Random Time Series: HVG Degree Distribution
(left) First 250 values of R(t), where R is a random series of107 data values extracted from U[0, 1]
(right) Degree distribution P(k) of the visibility graphassociated with R(t) (plotted in semilog)
The tail is clearly exponential, a behavior due to data withlarge values (rare events), which are the hubs.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 26: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/26.jpg)
Random Time Series: HVG Degree Distribution
(left) First 250 values of R(t), where R is a random series of107 data values extracted from U[0, 1]
(right) Degree distribution P(k) of the visibility graphassociated with R(t) (plotted in semilog)
The tail is clearly exponential, a behavior due to data withlarge values (rare events), which are the hubs.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 27: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/27.jpg)
Random Time Series: HVG Degree Distribution
Theorem
Consider a time series that consists of a periodic orbit of period T .The mean degree of an horizontal visibility graph associated to aninfinite periodic series of period T (with no repeated values withina period) is
k ≡ #edges
#nodes= 4
(1− 1
2T
).
Theorem
Given a sequence {xi} generated by a continuous probability densityf (x), the degree distribution of the associated HVG is
P(k) =1
3
(2
3
)k−2
, k ≥ 2
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 28: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/28.jpg)
Random Time Series: HVG Degree Distribution
Theorem
Consider a time series that consists of a periodic orbit of period T .The mean degree of an horizontal visibility graph associated to aninfinite periodic series of period T (with no repeated values withina period) is
k ≡ #edges
#nodes= 4
(1− 1
2T
).
Theorem
Given a sequence {xi} generated by a continuous probability densityf (x), the degree distribution of the associated HVG is
P(k) =1
3
(2
3
)k−2
, k ≥ 2
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 29: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/29.jpg)
Random Time Series: HVG Properties
Adjacency matrix ofthe HVG of 103
random series data
The adjacency matrixis predominantly filledaround the maindiagonal
A sparse structure,reminiscent of theSmall-World model
Mean path lengthscales logarithmically,implying the HVG to arandom time series isSmall-World
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 30: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/30.jpg)
Random Time Series: HVG Properties
Adjacency matrix ofthe HVG of 103
random series data
The adjacency matrixis predominantly filledaround the maindiagonal
A sparse structure,reminiscent of theSmall-World model
Mean path lengthscales logarithmically,implying the HVG to arandom time series isSmall-World
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 31: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/31.jpg)
Random Time Series: HVG Properties
Adjacency matrix ofthe HVG of 103
random series data
The adjacency matrixis predominantly filledaround the maindiagonal
A sparse structure,reminiscent of theSmall-World model
Mean path lengthscales logarithmically,implying the HVG to arandom time series isSmall-World
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 32: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/32.jpg)
Random Time Series: HVG Properties
Adjacency matrix ofthe HVG of 103
random series data
The adjacency matrixis predominantly filledaround the maindiagonal
A sparse structure,reminiscent of theSmall-World model
Mean path lengthscales logarithmically,implying the HVG to arandom time series isSmall-World
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 33: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/33.jpg)
HVG Degree Distribution of Chaotic Time Series
(solid line) random series
(squares) time series of 106 points extracted from the Logistic mapxn+1 = µxn(1− xn) in the chaotic region µ = 4
(black triangles) {xn} time series from the Henon map(xn+1, yn+1) = (yn + 1− ax2
n , bxn) with (a = 1.4, b = 0.3)
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 34: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/34.jpg)
HVGs: Conjectured Distinction of Chaotic vs. Stochastic
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 35: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/35.jpg)
HVGs: Conjectured Distinction of Chaotic vs. Stochastic
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 36: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/36.jpg)
HVGs: Counterexamples (Part I)
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 37: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/37.jpg)
HVGs: Counterexamples (Part II)
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 38: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/38.jpg)
HVGs: Counterexamples (Part III)
Figure : λ values for the HVG degree distribution of chaotic time series(over 300 chaotic systems plotted, with a degree-11 polynomial fit). Theshaded region shows the range of inflection point values depending onthe different linear fit, and the dotted line shows the λ value foruncorrelated random time series.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 39: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/39.jpg)
Introduction: Shannon-Fisher Information Plane
The Shannon-Fisher information plane (SF) is a planarrepresentation in which the horizontal and vertical axes arefunctionals of the PDF: the Shannon Entropy and the FisherInformation Measure, respectively.
A way to represent in the same information plane global andlocal aspects of the PDFs associated to the studied system
The proposed PDFs here are obtained through the horizontalvisibility graph methodology
Given a continuous probability distribution function (PDF), itsShannon entropy is a measure of “global” character that it isnot too sensitive to strong changes in the distribution takingplace on small regions of the PDF’s support
Fisher’s Information Measure constitutes a measure of thegradient content of the PDF, thus being quite sensitive evento tiny localized perturbations
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 40: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/40.jpg)
Introduction: Shannon-Fisher Information Plane
The Shannon-Fisher information plane (SF) is a planarrepresentation in which the horizontal and vertical axes arefunctionals of the PDF: the Shannon Entropy and the FisherInformation Measure, respectively.
A way to represent in the same information plane global andlocal aspects of the PDFs associated to the studied system
The proposed PDFs here are obtained through the horizontalvisibility graph methodology
Given a continuous probability distribution function (PDF), itsShannon entropy is a measure of “global” character that it isnot too sensitive to strong changes in the distribution takingplace on small regions of the PDF’s support
Fisher’s Information Measure constitutes a measure of thegradient content of the PDF, thus being quite sensitive evento tiny localized perturbations
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 41: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/41.jpg)
Introduction: Shannon-Fisher Information Plane
The Shannon-Fisher information plane (SF) is a planarrepresentation in which the horizontal and vertical axes arefunctionals of the PDF: the Shannon Entropy and the FisherInformation Measure, respectively.
A way to represent in the same information plane global andlocal aspects of the PDFs associated to the studied system
The proposed PDFs here are obtained through the horizontalvisibility graph methodology
Given a continuous probability distribution function (PDF), itsShannon entropy is a measure of “global” character that it isnot too sensitive to strong changes in the distribution takingplace on small regions of the PDF’s support
Fisher’s Information Measure constitutes a measure of thegradient content of the PDF, thus being quite sensitive evento tiny localized perturbations
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 42: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/42.jpg)
Introduction: Shannon-Fisher Information Plane
The Shannon-Fisher information plane (SF) is a planarrepresentation in which the horizontal and vertical axes arefunctionals of the PDF: the Shannon Entropy and the FisherInformation Measure, respectively.
A way to represent in the same information plane global andlocal aspects of the PDFs associated to the studied system
The proposed PDFs here are obtained through the horizontalvisibility graph methodology
Given a continuous probability distribution function (PDF), itsShannon entropy is a measure of “global” character that it isnot too sensitive to strong changes in the distribution takingplace on small regions of the PDF’s support
Fisher’s Information Measure constitutes a measure of thegradient content of the PDF, thus being quite sensitive evento tiny localized perturbations
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 43: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/43.jpg)
Introduction: Shannon-Fisher Information Plane
The Shannon-Fisher information plane (SF) is a planarrepresentation in which the horizontal and vertical axes arefunctionals of the PDF: the Shannon Entropy and the FisherInformation Measure, respectively.
A way to represent in the same information plane global andlocal aspects of the PDFs associated to the studied system
The proposed PDFs here are obtained through the horizontalvisibility graph methodology
Given a continuous probability distribution function (PDF), itsShannon entropy is a measure of “global” character that it isnot too sensitive to strong changes in the distribution takingplace on small regions of the PDF’s support
Fisher’s Information Measure constitutes a measure of thegradient content of the PDF, thus being quite sensitive evento tiny localized perturbations
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 44: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/44.jpg)
Definitions: Shannon Entropy, Fisher Measure, NormalizedShannon Entropy
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 45: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/45.jpg)
Definitions: Shannon Entropy, Fisher Measure, NormalizedShannon Entropy
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 46: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/46.jpg)
Definitions: Shannon Entropy, Fisher Measure, NormalizedShannon Entropy
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 47: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/47.jpg)
HVG-PDF Setup
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 48: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/48.jpg)
HVG-PDF Examples
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 49: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/49.jpg)
Shannon-Fisher Plane with HVG-PDFs: Chaotic vs.Stochastic
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 50: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/50.jpg)
Shannon-Fisher Plane with HVG-PDFs: Zoom
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 51: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/51.jpg)
Shannon-Fisher Plane: Chaotic vs. Stochastic
Figure : Shannon-Fisher values for the HVG degree distribution ofchaotic and stochastic time series.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 52: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/52.jpg)
Shannon-Fisher Plane with HVG-PDFs: Zoom
Figure : Shannon-Fisher values for the HVG degree distribution ofchaotic and stochastic time series.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 53: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/53.jpg)
Shannon-Lambda Plane: Chaotic vs. Stochastic
Figure : Shannon − λ values for the HVG degree distribution of chaoticand stochastic time series.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 54: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/54.jpg)
Multi-Dimensional Visibility Graphs
Component Visibility Graphs
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 55: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/55.jpg)
Multi-Dimensional Visibility Graphs
Magnitude Visibility Graphs
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
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Magnitude Visibility Graphs Criterion
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
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Shannon-Fisher Plane: Chaotic vs. Stochastic
Figure : Shannon-Fisher values for the HVG degree distribution ofchaotic and stochastic time series.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 58: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/58.jpg)
Shannon-Lambda Plane: Chaotic vs. Stochastic
Figure : Shannon − λ values for the HVG degree distribution of chaoticand stochastic time series.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 59: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/59.jpg)
Shannon-Lambda Plane: Chaotic vs. Stochastic
Figure : Shannon − λ values for the HVG degree distribution of chaoticand stochastic time series.
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 60: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/60.jpg)
Current and Future Work
Average degree for multi-dimensional time series
Degree distribution for uncorrelated random multi-dimensionaltime series
Filtration of VGs of multidimensional time series
Multi-dimensional dynamical VGs
Application of dynamical VGs to Shannon-Fisher analysis
Network cluster visibility
Data analysis, Manifold learning, Deep learning of hierarchicaldata through VGs
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 61: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/61.jpg)
Current and Future Work
Average degree for multi-dimensional time series
Degree distribution for uncorrelated random multi-dimensionaltime series
Filtration of VGs of multidimensional time series
Multi-dimensional dynamical VGs
Application of dynamical VGs to Shannon-Fisher analysis
Network cluster visibility
Data analysis, Manifold learning, Deep learning of hierarchicaldata through VGs
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 62: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/62.jpg)
Current and Future Work
Average degree for multi-dimensional time series
Degree distribution for uncorrelated random multi-dimensionaltime series
Filtration of VGs of multidimensional time series
Multi-dimensional dynamical VGs
Application of dynamical VGs to Shannon-Fisher analysis
Network cluster visibility
Data analysis, Manifold learning, Deep learning of hierarchicaldata through VGs
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 63: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/63.jpg)
Current and Future Work
Average degree for multi-dimensional time series
Degree distribution for uncorrelated random multi-dimensionaltime series
Filtration of VGs of multidimensional time series
Multi-dimensional dynamical VGs
Application of dynamical VGs to Shannon-Fisher analysis
Network cluster visibility
Data analysis, Manifold learning, Deep learning of hierarchicaldata through VGs
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 64: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/64.jpg)
Current and Future Work
Average degree for multi-dimensional time series
Degree distribution for uncorrelated random multi-dimensionaltime series
Filtration of VGs of multidimensional time series
Multi-dimensional dynamical VGs
Application of dynamical VGs to Shannon-Fisher analysis
Network cluster visibility
Data analysis, Manifold learning, Deep learning of hierarchicaldata through VGs
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 65: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/65.jpg)
Current and Future Work
Average degree for multi-dimensional time series
Degree distribution for uncorrelated random multi-dimensionaltime series
Filtration of VGs of multidimensional time series
Multi-dimensional dynamical VGs
Application of dynamical VGs to Shannon-Fisher analysis
Network cluster visibility
Data analysis, Manifold learning, Deep learning of hierarchicaldata through VGs
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series
![Page 66: Visibility networks for time series](https://reader037.fdocuments.in/reader037/viewer/2022103002/55c404ecbb61eb9a4a8b457f/html5/thumbnails/66.jpg)
Current and Future Work
Average degree for multi-dimensional time series
Degree distribution for uncorrelated random multi-dimensionaltime series
Filtration of VGs of multidimensional time series
Multi-dimensional dynamical VGs
Application of dynamical VGs to Shannon-Fisher analysis
Network cluster visibility
Data analysis, Manifold learning, Deep learning of hierarchicaldata through VGs
Georgi D. Gospodinov Rachel L. Maitra Visibility Complex Networks for Chaotic Time Series