IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v450y2016icp585-600.html
   My bibliography  Save this article

Irreversibility and complex network behavior of stream flow fluctuations

Author

Listed:
  • Serinaldi, Francesco
  • Kilsby, Chris G.

Abstract

Exploiting the duality between time series and networks, directed horizontal visibility graphs (DHVGs) are used to perform an unprecedented analysis of the dynamics of stream flow fluctuations with focus on time irreversibility and long range dependence. The analysis relies on a large quality-controlled data set consisting of 699 daily time series recorded in the continental United States (CONUS) that are not affected by human activity and primarily reflects meteorological conditions. DHVGs allow a clear visualization and quantification of time irreversibility of flow dynamics, which can be interpreted as a signature of nonlinearity, and long range dependence resulting from the interaction of atmospheric, surface and underground processes acting at multiple spatio-temporal scales. Irreversibility is explored by mapping the time series into ingoing, outgoing, and undirected graphs and comparing the corresponding degree distributions. Using surrogate data preserving up to the second order linear temporal dependence properties of the observed series, DHVGs highlight the additional complexity introduced by nonlinearity into flow fluctuation dynamics. We show that the degree distributions do not decay exponentially as expected, but tend to follow a subexponential behavior, even though sampling uncertainty does not allow a clear distinction between apparent or true power law decay. These results confirm that the complexity of stream flow dynamics goes beyond a linear representation involving for instance the combination of linear processes with short and long range dependence, and requires modeling strategies accounting for temporal asymmetry and nonlinearity.

Suggested Citation

  • Serinaldi, Francesco & Kilsby, Chris G., 2016. "Irreversibility and complex network behavior of stream flow fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 585-600.
  • Handle: RePEc:eee:phsmap:v:450:y:2016:i:c:p:585-600
    DOI: 10.1016/j.physa.2016.01.043
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437116000820
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2016.01.043?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Cirillo, Pasquale, 2013. "Are your data really Pareto distributed?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5947-5962.
    2. Telesca, Luciano & Lovallo, Michele & Toth, Laszlo, 2014. "Visibility graph analysis of 2002–2011 Pannonian seismicity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 219-224.
    3. Telesca, Luciano & Lovallo, Michele & Pierini, Jorge O., 2012. "Visibility graph approach to the analysis of ocean tidal records," Chaos, Solitons & Fractals, Elsevier, vol. 45(9), pages 1086-1091.
    4. Pierini, Jorge O. & Lovallo, Michele & Telesca, Luciano, 2012. "Visibility graph analysis of wind speed records measured in central Argentina," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 5041-5048.
    5. Campanharo, Andriana S.L.O. & Ramos, Fernando M., 2016. "Hurst exponent estimation of self-affine time series using quantile graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 43-48.
    6. Braga, A.C. & Alves, L.G.A. & Costa, L.S. & Ribeiro, A.A. & de Jesus, M.M.A. & Tateishi, A.A. & Ribeiro, H.V., 2016. "Characterization of river flow fluctuations via horizontal visibility graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 1003-1011.
    7. Andriana S L O Campanharo & M Irmak Sirer & R Dean Malmgren & Fernando M Ramos & Luís A Nunes Amaral, 2011. "Duality between Time Series and Networks," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-13, August.
    8. Aleksandra Murks & Matjaž Perc, 2011. "Evolutionary Games On Visibility Graphs," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 14(03), pages 307-315.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Xiong, Hui & Shang, Pengjian & Xia, Jianan & Wang, Jing, 2018. "Time irreversibility and intrinsics revealing of series with complex network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 499(C), pages 241-249.
    2. Mei Liu & Boning Li & Hongjun Cui & Pin-Chao Liao & Yuecheng Huang, 2022. "Research Paradigm of Network Approaches in Construction Safety and Occupational Health," IJERPH, MDPI, vol. 19(19), pages 1-22, September.
    3. Xiong, Hui & Shang, Pengjian & He, Jiayi, 2019. "Nonuniversality of the horizontal visibility graph in inferring series periodicity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Telesca, Luciano & Lovallo, Michele & Ramirez-Rojas, Alejandro & Flores-Marquez, Leticia, 2013. "Investigating the time dynamics of seismicity by using the visibility graph approach: Application to seismicity of Mexican subduction zone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6571-6577.
    2. Zhang, Bo & Wang, Jun & Fang, Wen, 2015. "Volatility behavior of visibility graph EMD financial time series from Ising interacting system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 432(C), pages 301-314.
    3. Telesca, Luciano & Lovallo, Michele & Toth, Laszlo, 2014. "Visibility graph analysis of 2002–2011 Pannonian seismicity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 219-224.
    4. Braga, A.C. & Alves, L.G.A. & Costa, L.S. & Ribeiro, A.A. & de Jesus, M.M.A. & Tateishi, A.A. & Ribeiro, H.V., 2016. "Characterization of river flow fluctuations via horizontal visibility graphs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 1003-1011.
    5. Sudhamayee, K. & Krishna, M. Gopal & Manimaran, P., 2023. "Simplicial network analysis on EEG signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
    6. López Pérez, Mario & Mansilla Corona, Ricardo, 2022. "Ordinal synchronization and typical states in high-frequency digital markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 598(C).
    7. A. B. Atkinson, 2017. "Pareto and the Upper Tail of the Income Distribution in the UK: 1799 to the Present," Economica, London School of Economics and Political Science, vol. 84(334), pages 129-156, April.
    8. Stosic, Tatijana & Telesca, Luciano & Stosic, Borko, 2021. "Multiparametric statistical and dynamical analysis of angular high-frequency wind speed time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
    9. Ahmadi, Negar & Pei, Yulong & Pechenizkiy, Mykola, 2019. "Effect of linear mixing in EEG on synchronization and complex network measures studied using the Kuramoto model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 289-308.
    10. Fontanari, Andrea & Cirillo, Pasquale & Oosterlee, Cornelis W., 2018. "From Concentration Profiles to Concentration Maps. New tools for the study of loss distributions," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 13-29.
    11. Christian Düben & Melanie Krause, 2021. "Population, light, and the size distribution of cities," Journal of Regional Science, Wiley Blackwell, vol. 61(1), pages 189-211, January.
    12. Pierini, Jorge O. & Lovallo, Michele & Telesca, Luciano, 2012. "Visibility graph analysis of wind speed records measured in central Argentina," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 5041-5048.
    13. Arthur Charpentier & Emmanuel Flachaire, 2022. "Pareto models for top incomes and wealth," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 20(1), pages 1-25, March.
    14. Wang, Xiaoyan & Han, Xiujing & Chen, Zhangyao & Bi, Qinsheng & Guan, Shuguang & Zou, Yong, 2022. "Multi-scale transition network approaches for nonlinear time series analysis," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
    15. Bokyong Shin & Mikko Rask, 2021. "Assessment of Online Deliberative Quality: New Indicators Using Network Analysis and Time-Series Analysis," Sustainability, MDPI, vol. 13(3), pages 1-21, January.
    16. Bessi, Alessandro, 2017. "On the statistical properties of viral misinformation in online social media," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 459-470.
    17. Cirillo, Pasquale & Taleb, Nassim Nicholas, 2016. "On the statistical properties and tail risk of violent conflicts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 452(C), pages 29-45.
    18. Ren, Weikai & Jin, Zhijun, 2023. "Phase space visibility graph," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
    19. Majda Benzidia & Michel Lubrano, 2020. "A Bayesian look at American academic wages: From wage dispersion to wage compression," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(2), pages 213-238, June.
    20. Yin, Yi & Shang, Pengjian & Feng, Guochen, 2016. "Modified multiscale cross-sample entropy for complex time series," Applied Mathematics and Computation, Elsevier, vol. 289(C), pages 98-110.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:450:y:2016:i:c:p:585-600. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.