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...
Gespeichert in:
| Veröffentlicht in: | Communication in statistics. Case studies and data analysis Jg. 7; H. 3; S. 315 - 343 |
|---|---|
| Hauptverfasser: | , |
| Format: | Journal Article |
| Sprache: | Englisch |
| Veröffentlicht: |
United States
Taylor & Francis
2021
|
| Schlagworte: | |
| ISSN: | 2373-7484, 2373-7484 |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Schreiben Sie den ersten Kommentar!