ArticleCommunications in statistics. Case studies, data analysis and applications2021
Detecting time lag between a pair of time series using visibility graph algorithm.
Article in Communications in statistics. Case studies, data analysis and applications, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 2 papers.
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
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Who cites it
2 citing papers in PubMed.
- Estimating lags in a kraft mill.Nordic pulp & paper research journal · 2024Article
- Article
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Authors and funding
2 authors.
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Abstract
Estimating the time lag between a pair of time series is of significance in many practical applications. In this article, we introduce a method to quantify such lags by adapting the visibility graph algorithm, which converts time series into a mathematical graph. Currently widely used method to detect such lags is based on cross-correlations, which has certain limitations. We present simulated examples where the new method identifies the lag correctly and unambiguously while as the cross-correlation method does not. The article includes results from an extensive simulation study conducted to better understand the scenarios where the new method performed better or worse than the existing approach. We also present a likelihood based parametric modeling framework and consider frameworks for quantifying uncertainty and hypothesis testing for the new approach. We apply the current and new methods to two case studies, one from neuroscience and the other from environmental epidemiology, to illustrate the methods further.
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Registered trials
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