How to calculate the correlation coefficient of two time series? I DON T KNOW YOU TELL ME HOW YOU DONT KNOW? TO FIND THE ANSWERS FROM BOOKS
How to calculate the correlation coefficient of two time series? • I DON’T KNOW, YOU TELL ME HOW • YOU DON’T KNOW? TO FIND THE ANSWERS FROM BOOKS
One example °6 cycles:6 nodes Cycle 1, 2, 6 correlated Cycle 3.4.5 correlated ①②(③ ⑤⑥· a network with node 1. 2.6 a network with node 3.4.5 4) ⑤
One example: • 6 cycles: 6 nodes • Cycle 1,2,6 correlated; • Cycle 3,4,5 correlated • A network with node 1,2,6 • A network with node 3,4,5
23.5 。% -50.5 In(bins) Noisy periodical signal vs a random network with the Gaussian degree distribution Chaotic time series vs a scale-free network with the power-law degree distribution Zhang and Small, Physical Review Letters, 96, 238701(2006)
• Noisy periodical signal vs a random network with the Gaussian degree distribution • Chaotic time series vs a scale-free network with the power-law degree distribution Zhang and Small, Physical Review Letters, 96, 238701 (2006)
Solution 2 Visibility graph approach
Solution 2 Visibility graph approach
An example 1.0 0.5 0.0 Fig 1. Example of a time series(20 data values) and the associated graph derived from the visibility algorithm. In the graph, every node corresponds, in the same order, to series data. the visibility rays between the data define the links connecting nodes in the graph Lacasa, et al., PNAS, 105, 4972(2008)
An example Lacasa, et al., PNAS, 105, 4972 (2008)