Multiscale Horizontal Visibility Graph Analysis of Higher-Order Moments for Estimating Statistical Dependency

The horizontal visibility graph is not only a powerful tool for the analysis of complex systems, but also a promising way to analyze time series. In this paper, we present an approach to measure the nonlinear interactions between a non-stationary time series based on the horizontal visibility graph....

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Bibliographic Details
Main Authors: Keqiang Dong, Haowei Che, Zhi Zou
Format: Article
Language:English
Published: MDPI AG 2019-10-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/21/10/1008