Exploration of stationary time-series’ network properties : Visibility-and Horizontal visibility graph of Gaussian white noise, AR (1), MA (1) and AR…

2019

Master's thesis Business Administration BE501 - University of Agder 2019 We haverecordedthe network properties ofstochastic processes’whitenoise,푀퐴(1), 퐴푅(1)and 퐴푅푀퐴(1,1)bymeansof visibility-and horizontal visibility algorithms. The sample series of the stochastic processeswere artificially generated and used in simulationswith multiple repetitions. We examined six global network properties:mean degree, normalized degree centrality, degree distribution, transitivity, assortativity and average geodesic pathtodiscover how theyreflect the structure of the series. These properties were also used to disclose change in behavior due to variation in the series length.Our contribution to the literat…