Ts2vg
Time series to visibility graphs.
Install / Use
/learn @CarlosBergillos/Ts2vgREADME
.. |ts2vg| replace:: ts2vg
.. |cover| image:: https://raw.githubusercontent.com/CarlosBergillos/ts2vg/main/docs/source/images/cover_vg.png :width: 100 % :alt: Example plot of a visibility graph
.. _Examples: https://carlosbergillos.github.io/ts2vg/examples.html
.. _API Reference: https://carlosbergillos.github.io/ts2vg/api/index.html
.. sphinx-start
|ts2vg|: Time series to visibility graphs
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The Python |ts2vg| package provides high-performance algorithm implementations to build visibility graphs from time series data, as first introduced by Lucas Lacasa et al. in 2008 [#Lacasa2008]_.
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. An efficient divide-and-conquer algorithm is used to compute the graphs whenever possible [#Lan2015]_.
Installation
The latest released |ts2vg| version is available at the Python Package Index (PyPI)_
and can be easily installed by running:
.. code:: sh
pip install ts2vg
For other advanced uses, to build |ts2vg| from source Cython is required.
Supported graph types
Main graph types
- Natural Visibility Graphs (NVG) [#Lacasa2008]_ (``ts2vg.NaturalVG``)
- Horizontal Visibility Graphs (HVG) [#Lacasa2009]_ (``ts2vg.HorizontalVG``)
Available variations
Additionally, the following variations of the previous main graph types are available:
- Weighted Visibility Graphs (via the
weightedparameter) - Directed Visibility Graphs (via the
directedparameter) - Parametric Visibility Graphs [#Bezsudnov2014]_ (via the
min_weightandmax_weightparameters) - Limited Penetrable Visibility Graphs (LPVG) [#Zhou2012]_ [#Xuan2021]_ (via the
penetrable_limitparameter)
.. - Dual Perspective Visibility Graph [planned, not implemented yet]
Note that multiple graph variations can be combined and used at the same time.
Documentation
Usage and reference documentation for |ts2vg| can be found at carlosbergillos.github.io/ts2vg_.
Basic usage
To build a visibility graph from a time series do:
.. code:: python
from ts2vg import NaturalVG
ts = [1.0, 0.5, 0.3, 0.7, 1.0, 0.5, 0.3, 0.8]
vg = NaturalVG() vg.build(ts)
edges = vg.edges
The time series passed (ts) can be any one-dimensional iterable, such as a list or a numpy 1D array.
By default, the input observations are assumed to be equally spaced in time.
Alternatively, a second 1D iterable (xs) can be provided for unevenly spaced time series.
Horizontal visibility graphs can be obtained in a very similar way:
.. code:: python
from ts2vg import HorizontalVG
ts = [1.0, 0.5, 0.3, 0.7, 1.0, 0.5, 0.3, 0.8]
vg = HorizontalVG() vg.build(ts)
edges = vg.edges
If we are only interested in the degree distribution of the visibility graph
we can pass only_degrees=True to the build method.
This will be more efficient in time and memory than storing the whole graph.
.. code:: python
vg = NaturalVG() vg.build(ts, only_degrees=True)
ks, ps = vg.degree_distribution
Directed graphs can be obtained by using the directed parameter
and weighted graphs can be obtained by using the weighted parameter:
.. code:: python
vg1 = NaturalVG(directed="left_to_right") vg1.build(ts)
vg2 = NaturalVG(weighted="distance") vg2.build(ts)
vg3 = NaturalVG(directed="left_to_right", weighted="distance") vg3.build(ts)
vg4 = HorizontalVG(directed="left_to_right", weighted="h_distance") vg4.build(ts)
.. For more information and options see: :ref:Examples and :ref:API Reference.
For more information and options see: Examples_ and API Reference_.
Interoperability with other libraries
The graphs obtained can be easily converted to graph objects
from other common Python graph libraries such as igraph, NetworkX and SNAP_
for further analysis.
The following methods are provided:
.. - :meth:~ts2vg.graph.base.VG.as_igraph
.. - :meth:~ts2vg.graph.base.VG.as_networkx
.. - :meth:~ts2vg.graph.base.VG.as_snap
as_igraph()as_networkx()as_snap()
For example:
.. code:: python
vg = NaturalVG() vg.build(ts)
g = vg.as_networkx()
Command line interface
|ts2vg| can also be used as a command line program directly from the console:
.. code:: sh
ts2vg ./timeseries.txt -o out.edg
For more help and a list of options run:
.. code:: sh
ts2vg --help
Contributing
|ts2vg| can be found on GitHub_.
Pull requests and issue reports are welcome.
License
|ts2vg| is licensed under the terms of the MIT License_.
.. _NumPy: https://numpy.org/ .. _Cython: https://cython.org/ .. _Python Package Index (PyPI): https://pypi.org/project/ts2vg .. _igraph: https://igraph.org/python/ .. _NetworkX: https://networkx.github.io/ .. _SNAP: https://snap.stanford.edu/snappy/ .. _on GitHub: https://github.com/CarlosBergillos/ts2vg .. _MIT License: https://github.com/CarlosBergillos/ts2vg/blob/main/LICENSE .. _carlosbergillos.github.io/ts2vg: https://carlosbergillos.github.io/ts2vg/
References
.. [#Lacasa2008] Lucas Lacasa et al., "From time series to complex networks: The visibility graph", 2008. .. [#Lacasa2009] Lucas Lacasa et al., "Horizontal visibility graphs: exact results for random time series", 2009. .. [#Lan2015] Xin Lan et al., "Fast transformation from time series to visibility graphs", 2015. .. [#Zhou2012] T.T Zhou et al., "Limited penetrable visibility graph for establishing complex network from time series", 2012. .. [#Bezsudnov2014] I.V. Bezsudnov et al., "From the time series to the complex networks: The parametric natural visibility graph", 2014 .. [#Xuan2021] Qi Xuan et al., "CLPVG: Circular limited penetrable visibility graph as a new network model for time series", 2021
