Abstract

The paper introduced a new way for converting the multivariate time series to complex network combining the vector visibility graph and limited penetrable theory, and the concept is discussed on the generalized limited penetrable range, termed as generalized limited penetrable vector visibility graph. The proposed method is verified by the Lorenz system. We use the four kinds of network structure characteristic to evaluate the noise resistance of the method quantitatively, and provide the strategy with guidance for choosing the optimal limited penetrable range. The results show that the limited penetrable vector visibility graph inherits the noise resistance of limited penetrable visibility graph in the multivariate time series analysis. The generalized limited penetrable range is discussed to clarify the effect on the network structure.

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