VISIBILITY GRAPHS FOR TIME SERIES CONTAINING DIFFERENT COMPONENTS

Jingchao Qi, Jianyong Wang, Jianbo Wang, Qin Xiao, Huijie Yang

Fluctuation and Noise Letters · 2011 · 11 citations · 19 references

Concepts

Abstract

We consider the visibility graphs for superpositions of fractional Brownian motions with different Hurst exponents. It is found that the degree distributions obey power-law. The components with lower Hurst exponents dominate the heterogeneity behaviors of the visibility graphs. These findings are helpful for us to understand the characteristics of visibility graphs for real-world time series.

References

19