ts2net documentation

A Python implementation of time series to network methods for analyzing time series data through network science.

Overview

ts2net converts time series into networks using various methods:

  • Visibility Graphs: Horizontal Visibility Graph (HVG) and Natural Visibility Graph (NVG)

  • Recurrence Networks: Phase space embedding with recurrence analysis

  • Transition Networks: Symbolic dynamics and state transitions

  • Multivariate Networks: Networks from multiple time series using distance metrics

  • Ordinal Partition Networks: State space partitioning methods

Key Features

  • Fast implementations with Rust acceleration

  • Multiple network construction methods

  • Comprehensive visualization tools

  • Multivariate time series support

  • Windowed analysis for long time series

  • Integration with NetworkX for network analysis

Quick Start

import numpy as np
from ts2net import HVG, graph_summary

# Create a time series
x = np.sin(np.linspace(0, 12*np.pi, 800)) + 0.15 * np.random.randn(800)

# Build a Horizontal Visibility Graph
hvg = HVG()
hvg.build(x)

# Get network statistics
print(f"Nodes: {hvg.n_nodes}, Edges: {hvg.n_edges}")
G = hvg.as_networkx()
print(graph_summary(G))

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