Article ID Journal Published Year Pages File Type
974657 Physica A: Statistical Mechanics and its Applications 2014 12 Pages PDF
Abstract

•A novel aggregation operator is proposed based on the visibility graph.•The proposed visibility graph averaging (VGA) operator conserves time information.•The weights are decided by the distribution of the degree in the visibility graph.•The VGA operator is used to analyze TAIEX database and shows that it is effective.

The problem of aggregation is of considerable importance in many disciplines. In this paper, a new type of operator called visibility graph averaging (VGA) aggregation operator is proposed. This proposed operator is based on the visibility graph which can convert a time series into a graph. The weights are obtained according to the importance of the data in the visibility graph. Finally, the VGA operator is used in the analysis of the TAIEX database to illustrate that it is practical and compared with the classic aggregation operators, it shows its advantage that it not only implements the aggregation of the data purely, but also conserves the time information. Meanwhile, the determination of the weights is more reasonable.

Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
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