ts2vg: Time series to visibility graphs
ts2vg
The Python ts2vg package provides high-performance algorithm implementations to build visibility graphs from time series data.
The visibility graphs and some of their properties (e.g. degree distributions) are computed quickly and efficiently, even for time series with millions of observations thanks to the use of NumPy and a custom C backend (via Cython) developed for the visibility algorithms.
The visibility graphs are provided according to the mathematical definitions described in:
- Lucas Lacasa et al., “From time series to complex networks: The visibility graph“, 2008.
- Lucas Lacasa et al., “Horizontal visibility graphs: exact results for random time series“, 2009.
An efficient divide-and-conquer algorithm is used to compute the graphs, as described in:
- Xin Lan et al., “Fast transformation from time series to visibility graphs“, 2015.
Installation