Detecting time lag between a pair of time series using visibility graph algorithm

Estimating the time lag between a pair of time series is of significance in many practical applications. In this article, we introduce a method to quantify such lags by adapting the visibility graph algorithm, which converts time series into a mathematical graph. Currently widely used method to dete...

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Bibliographic Details
Published in:	Communication in statistics. Case studies and data analysis Vol. 7; no. 3; pp. 315 - 343
Main Authors:	John, Majnu, Ferbinteanu, Janina
Format:	Journal Article
Language:	English
Published:	United States Taylor & Francis 2021
Subjects:	correlogram cross correlation environmental epidemiology local field potentials neuroscience ozone levels time lag Time series transfer function visibility graph algorithm transfer function visibility graph algorithm cross correlation correlogram neuroscience Time series ozone levels time lag local field potentials environmental epidemiology
ISSN:	2373-7484, 2373-7484
Online Access:	Get full text
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