Degree distributions of the visibility graphs mapped from fractional brownian motions and multifractal random walks
文献类型：期刊论文
| 作者 | Ni, Xiao-Hui1,2,3; Jiang, Zhi-Qiang1,2,3,4; Zhou, Wei-Xing1,2,3,5,6 |
| 刊名 | Physics letters a
 |
| 出版日期 | 2009-10-12 |
| 卷号 | 373期号:42页码:3822-3826 |
| 关键词 | Visibility graph Complex networks Power-law distribution Fractional brownian motion Multifractal random walk |
| ISSN号 | 0375-9601 |
| DOI | 10.1016/j.physleta.2009.08.041 |
| 通讯作者 | Zhou, wei-xing(wxzhou@ecust.edu.cn) |
| 英文摘要 | The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. we investigate the visibility graphs extracted from fractional brownian motions and multifractal random walks. and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent alpha is a linear function of the hurst index h of the time series. we also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. as an example, we study the visibility graphs constructed from three chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the hurst indexes of the indexes are close to the alpha similar to h linear relationship. (c) 2009 elsevier b.v. all rights reserved. |
| WOS关键词 | DETRENDED FLUCTUATION ANALYSIS ; COMPLEX NETWORKS ; TIME-SERIES ; STOCK-MARKET ; INDEX |
| WOS研究方向 | Physics |
| WOS类目 | Physics, Multidisciplinary |
| 语种 | 英语 |
| WOS记录号 | WOS:000271360600004 |
| 出版者 | ELSEVIER SCIENCE BV |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2404253 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Zhou, Wei-Xing |
| 作者单位 | 1.E China Univ Sci & Technol, Sch Business, Shanghai 200237, Peoples R China 2.E China Univ Sci & Technol, Sch Sci, Shanghai 200237, Peoples R China 3.E China Univ Sci & Technol, Res Ctr Econophys, Shanghai 200237, Peoples R China 4.ETH, Chair Entrepreneurial Risks, D MTEC, CH-8032 Zurich, Switzerland 5.E China Univ Sci & Technol, Engn Res Ctr Proc Syst Engn, Minist Educ, Shanghai 200237, Peoples R China 6.Chinese Acad Sci, Res Ctr Fictitious Econ & Data Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Ni, Xiao-Hui,Jiang, Zhi-Qiang,Zhou, Wei-Xing. Degree distributions of the visibility graphs mapped from fractional brownian motions and multifractal random walks[J]. Physics letters a,2009,373(42):3822-3826. |
| APA | Ni, Xiao-Hui,Jiang, Zhi-Qiang,&Zhou, Wei-Xing.(2009).Degree distributions of the visibility graphs mapped from fractional brownian motions and multifractal random walks.Physics letters a,373(42),3822-3826. |
| MLA | Ni, Xiao-Hui,et al."Degree distributions of the visibility graphs mapped from fractional brownian motions and multifractal random walks".Physics letters a 373.42(2009):3822-3826. |
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来源：中国科学院大学
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