文献类型：期刊文献

英文题名：Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index

作者：Xie, Wen-Jie[1,2];Zhou, Wei-Xing[1,2,3]

机构：[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

年份：2011

卷号：390

期号：20

起止页码：3592

外文期刊名：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

收录：;EI(收录号：20113214210034);WOS:【SCI-EXPANDED(收录号:WOS:000294590800038)】；

基金：This work was partially supported by the Shanghai Rising Star Program under grant no. 11QH1400800, the National Natural Science Foundation of China under grant no. 11075054 and the Fundamental Research Funds for the Central Universities.

语种：英文

外文关键词：Horizontal visibility graph; Fractional Brownian motion; Dynamics; Fractality; Mixing pattern

摘要：Nonlinear time series analysis aims at understanding the dynamics of stochastic or chaotic processes. In recent years, quite a few methods have been proposed to transform a single time series to a complex network so that the dynamics of the process can be understood by investigating the topological properties of the network. We study the topological properties of horizontal visibility graphs constructed from fractional Brownian motions with different Hurst indexes H epsilon (0. 1). Special attention has been paid to the impact of the Hurst index on topological properties. It is found that the clustering coefficient C decreases when H increases. We also found that the mean length L of the shortest paths increases exponentially with H for fixed length N of the original time series. In addition, L increases linearly with respect to N when H is close to 1 and in a logarithmic form when H is close to 0. Although the occurrence of different motifs changes with H, the motif rank pattern remains unchanged for different H. Adopting the node-covering box-counting method, the horizontal visibility graphs are found to be fractals and the fractal dimension dB decreases with H. Furthermore, the Pearson coefficients of the networks are positive and the degree-degree correlations increase with degree, which indicate that the horizontal visibility graphs are assortative. With the increase of H, the Pearson coefficient decreases first and then increases, in which the turning point is around H = 0.6. The presence of both fractality and assortativity in the horizontal visibility graphs converted from fractional Brownian motions is different from many cases where fractal networks are usually disassortative. (c) 2011 Elsevier B.V. All rights reserved.