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Encode the motifs of the VisibilityGraph into a given motif size. #Python #Matlab

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VisibilityGraphMotifs_Encoder

Encode the motifs of the VisibilityGraph into a given motif size.

Encoders in language Python and Matlab are provided.

#Python #Matlab #Visibility Graph

Chinese:

可视图的编码器。可以将所给的时间序列翻译成可视图。提供python和matlab两种语言。

文件的注释为英文。关于可视图和编码的算法请参考本文的最末的参考文献。

如果有任何问题,可以提出issues。欢迎使用本代码进行学术研究,别忘了引用本仓库的链接,随手给个star也行哦!:)


Our paper entitled "Natural visibility encoding for time series and its application in stock trend prediction" has been published 😃.

If you are interested in our work and having difficulties in accessing the article, please contact me.


Contents

This repository contains the following files:

NVGcode.m

  • In Matlab.
  • Encodes the time series (sequence) into the natural visibility graph series. (For any provided motif size.)
  • Using the maximum slope idea, a little bit faster than the direct processing. Still O(n^2).

HVGcode.m

  • In Matlab.
  • Encodes the time series (sequence) into the horizontal visibility graph series. (For any provided motif size.)
  • Using the maximum slope idea, a little bit faster than the direct processing. Still O(n^2).

NVGcode_DC.m

NVGcode_DC.py

Reference

If you use the codes, Please star this repository and cite the URL of this repository. Please~ :)

You could also cite our paper using:

@article{HUANG2021107478,
title = {Natural visibility encoding for time series and its application in stock trend prediction},
journal = {Knowledge-Based Systems},
volume = {232},
pages = {107478},
year = {2021},
issn = {0950-7051},
doi = {https://doi.org/10.1016/j.knosys.2021.107478},
author = {Yusheng Huang and Xiaoyan Mao and Yong Deng},
}

If you have any problems, please do not hesitate to contact me.

The reference of the visibility graph are provided as follows:

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Encode the motifs of the VisibilityGraph into a given motif size. #Python #Matlab

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