School of Mathematical Sciences

Time Series meet Network Science menu

Time Series meet Network Science

Speaker: 
Lucas Lacasa, QMUL
Date/Time: 
Tue, 17/11/2015 - 16:00
Room: 
M103
Seminar series: 

In the last years, ideas and methods from network science have been
applied to study the structure of time series, thereby building a bridge
between dynamical systems, time series analysis and graph theory. In this
talk I will focus on a particular approach, namely the family of
visibility algorithms, and will give a friendly overview of the main
results that we have obtained recently. In particular, I will focus on
several canonical problems arising in different fields such as nonlinear
dynamics, stochastic processes, statistical physics and machine learning
as well as in applied fields such as finance, and will show how these can
be mapped, via visibility algorithms, to the study of certain topological
properties of visibility graphs. If time permits, I will also present a
diagrammatic theory that allows to find some exact results on the
properties of these graphs for general classes of Markovian dynamics.