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Sequential motif profile of natural visibility graphs

Published 9 May 2016 in physics.data-an | (1605.02645v1)

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 fulfil 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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