This document discusses multivariate visibility graphs, which extend visibility graph analysis from univariate to multivariate time series analysis. Visibility graphs capture the visibility relationships between points in time series data and have been applied to analyze financial, climate, and fMRI brain data. The authors generalize this approach to analyze correlations between multiple time series through a multiplex network representation. They demonstrate the method on coupled map systems and multivariate financial data, finding it captures dynamical regimes and correlated behavior. They also apply it to a large fMRI dataset to analyze dynamic functional connectivity between brain regions.
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