Sequential motif profile of natural visibility graphs
Jacopo Iacovacci1, Lucas Lacasa1
1School of Mathematical Sciences, Queen Mary University of London, Mile End Road, E14NS London, United Kingdom.
Abstract:
The concept of sequential visibility graph motifs-subgraphs appearing with characteristic frequencies in the visibility graphs associated to time series-has been advanced recently along with a theoretical framework to compute analytically the motif profiles associated to horizontal visibility graphs (HVGs). Here we develop a theory to compute the profile of sequential visibility graph motifs in the context of natural visibility graphs (VGs). This theory gives exact results for deterministic aperiodic processes with a smooth invariant density or stochastic processes that fulfill the Markov property and have a continuous marginal distribution. The framework also allows for a linear time numerical estimation in the case of empirical time series. A comparison between the HVG and the VG case (including evaluation of their robustness for short series polluted with measurement noise) is also presented.
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