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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Veröffentlicht in:Communication in statistics. Case studies and data analysis Jg. 7; H. 3; S. 315 - 343
Hauptverfasser: John, Majnu, Ferbinteanu, Janina
Format: Journal Article
Sprache:Englisch
Veröffentlicht: United States Taylor & Francis 2021
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ISSN:2373-7484, 2373-7484
Online-Zugang:Volltext
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