Nonlinear Correlation Analysis of Time Series Based on Complex Network Similarity

DOI10.1142/S0218127420502259zbMath1459.62173OpenAlexW3112536001MaRDI QIDQ5148878

Chun-Xiao Nie

Publication date: 5 February 2021

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127420502259

zbMATH Keywords

time seriesnonlinear correlationJaccard similarity\(\mathit{kNN}\) network

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (2)

Persistence of return distribution sequence in financial markets ⋮ Differentiate data by higher-order structures

Uses Software

• K2
• CliqueTop

Cites Work

• Unnamed Item
• Unnamed Item
• Detecting Novel Associations in Large Data Sets
• Testing for nonlinearity in time series: the method of surrogate data
• Connectivity of the mutual \(k\)-nearest-neighbor graph in clustering and outlier detection
• Tracking network dynamics: a survey using graph distances
• A nonlinear correlation measure for multivariable data set
• Linear and nonlinear causality between signals: methods, examples and neurophysiological applications
• RECURRENCE-BASED TIME SERIES ANALYSIS BY MEANS OF COMPLEX NETWORK METHODS
• Clique topology reveals intrinsic geometric structure in neural correlations
• Cross-correlations between volume change and price change
• From time series to complex networks: The visibility graph
• Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form
• DYNAMICAL ASPECTS OF INTERACTION NETWORKS
• Large stock price changes: volume or liquidity?

This page was built for publication: Nonlinear Correlation Analysis of Time Series Based on Complex Network Similarity