Topological properties of the limited penetrable horizontal visibility graph family
Minggang Wang, André L. M. Vilela, Ruijin Du, Longfeng Zhao, Gaogao Dong, Lixin Tian, Harry Eugene Stanley · Physical review. E · 2018
The limited penetrable horizontal visibility graph algorithm was recently introduced to map time series in complex networks. In this work, we extend this algorithm to create a directed-limited penetrable horizontal visibility graph and an image-limited penetrable horizontal visibility graph. We define two algorithms and provide theoretical results on the topological properties of these graphs associated with different types of real-value series. We perform several numerical simulations to check the accuracy of our theoretical results. Finally, we present an application of the directed-limited penetrable horizontal visibility graph to measure real-value time series irreversibility and an application of the image-limited penetrable horizontal visibility graph that discriminates noise from chaos. We also propose a method to measure the systematic risk using the image-limited penetrable horizontal visibility graph, and the empirical results show the effectiveness of our proposed algorithms.