Visibility algorithms are a family of methods to map time series into networks, with the aim of describing the structure of time series and their underlying dynamical properties in graph-theoretical terms. Here we explore some properties of both natural and horizontal visibility graphs associated to several nonstationary processes, and we pay particular attention to their capacity to assess time irreversibility. Nonstationary signals are (infinitely) irreversible by definition (independently of whether the process is Markovian or producing entropy at a positive rate), and thus the link between entropy production and time series irreversibility has only been explored in nonequilibrium stationary states. Here we show that the visibility formalism naturally induces a new working definition of time irreversibility, which allows us to quantify several degrees of irreversibility for stationary and nonstationary series, yielding finite values that can be used to efficiently assess the presence of memory and off-equilibrium dynamics in nonstationary processes without the need to differentiate or detrend them. We provide rigorous results complemented by extensive numerical simulations on several classes of stochastic processes.

The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series. We make use of visibility algorithms to quantify in graph-theoretical terms time irreversibility of 35 financial indices evolving over the period 1998-2012. We show that this metric is complementary to standard measures based on volatility and exploit it to both classify periods of financial stress and to rank companies accordingly. We then validate this approach by finding that a projection in principal components space of financial years based on time irreversibility features clusters together periods of financial stress from stable periods. Relations between irreversibility, efficiency and predictability are briefly discussed.

We explore a combinatorial framework which efficiently quantifies the asymmetries between minima and maxima in local fluctuations of time series. We first showcase its performance by applying it to a battery of synthetic cases. We find rigorous results on some canonical dynamical models (stochastic processes with and without correlations, chaotic processes) complemented by extensive numerical simulations for a range of processes which indicate that the methodology correctly distinguishes different complex dynamics and outperforms state of the art metrics in several cases. Subsequently, we apply this methodology to real-world problems emerging across several disciplines including cases in neurobiology, finance and climate science. We conclude that differences between the statistics of local maxima and local minima in time series are highly informative of the complex underlying dynamics and a graph-theoretic extraction procedure allows to use these features for statistical learning purposes.

A Horizontal Visibility Graph (HVG) is a simple graph extracted from an ordered sequence of real values, and this mapping has been used to provide a combinatorial encryption of time series for the task of performing network based time series analysis. While some properties of the spectrum of these graphs -such as the largest eigenvalue of the adjacency matrix-have been routinely used as measures to characterise time series complexity, a theoretic understanding of such properties is lacking. In this work we explore some algebraic and spectral properties of these graphs associated to periodic and chaotic time series. We focus on the family of Feigenbaum graphs, which are HVGs constructed in correspondence with the trajectories of one-parameter unimodal maps undergoing a period-doubling route to chaos (Feigenbaum scenario). For the set of values of the map's parameter µ for which the orbits are periodic with period 2 n , Feigenbaum graphs are fully characterised by two integers n, k and admit an algebraic structure. We explore the spectral properties of these graphs for finite n and k, and among other interesting patterns we find a scaling relation for the maximal eigenvalue and we prove some bounds explaining it. We also provide numerical and rigorous results on a few other properties including the determinant or the number of spanning trees. In a second step, we explore the set of Feigenbaum graphs obtained for the range of values of the map's parameter for which the system displays chaos. We show that in this case, Feigenbaum graphs form an ensemble for each value of µ and the system is typically weakly self-averaging. Unexpectedly, we find that while the largest eigenvalue can distinguish chaos from an iid process, it is not a good measure to quantify the chaoticity of the process, and that the eigenvalue density does a better job.

Schizophrenia, a mental disorder that is characterized by abnormal social behavior and failure to distinguish one's own thoughts and ideas from reality, has been associated with structural abnormalities in the architecture of functional brain networks. Using various methods from network analysis, we examine the effect of two classical therapeutic antipsychotics -Aripiprazole and Sulpiride -on the structure of functional brain networks of healthy controls and patients who have been diagnosed with schizophrenia. We compare the community structures of functional brain networks of different individuals using mesoscopic response functions, which measure how community structure changes across different scales of a network. We are able to do a reasonably good job of distinguishing patients from controls, and we are most successful at this task on people who have been treated with Aripiprazole. We demonstrate that this increased separation between patients and controls is related only to a change in the control group, as the functional brain networks of the patient group appear to be predominantly unaffected by this drug. This suggests that Aripiprazole has a significant and measurable effect on community structure in healthy individuals but not in individuals who are diagnosed with schizophrenia. In contrast, we find for individuals are given the drug Sulpiride that it is more difficult to separate the networks of patients from those of controls. Overall, we observe differences in the effects of the drugs (and a placebo) on community structure in patients and controls and also that this effect differs across groups. We thereby demonstrate that different types of antipsychotic drugs selectively affect mesoscale structures of brain networks, providing support that mesoscale structures such as communities are meaningful functional units in the brain.