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Open AccessArticle

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

College of Science, Civil Aviation University of China, Tianjin 300300, China
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Entropy 2019, 21(10), 1008; https://doi.org/10.3390/e21101008
Received: 6 August 2019 / Revised: 9 October 2019 / Accepted: 15 October 2019 / Published: 16 October 2019
(This article belongs to the Special Issue Entropy, Nonlinear Dynamics and Complexity)
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. We describe how a horizontal visibility graph may be calculated based on second-order and third-order statistical moments. We compare the new methods with the first-order measure, and then give examples including stock markets and aero-engine performance parameters. These analyses suggest that measures derived from the horizontal visibility graph may be of particular relevance to the growing interest in quantifying the information exchange between time series. View Full-Text
Keywords: information exchange; horizontal visibility graph; statistical moment; interaction information exchange; horizontal visibility graph; statistical moment; interaction
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Dong, K.; Che, H.; Zou, Z. Multiscale Horizontal Visibility Graph Analysis of Higher-Order Moments for Estimating Statistical Dependency. Entropy 2019, 21, 1008.

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