文献类型：期刊文献

英文题名：Analytic degree distributions of horizontal visibility graphs mapped from unrelated random series and multifractal binomial measures

作者：Xie, Wen-Jie[1,2];Han, Rui-Qi[2,3];Jiang, Zhi-Qiang[1,2];Wei, Lijian[4];Zhou, Wei-Xing[1,2,3]

机构：[1]East China Univ Sci & Technol, Dept Finance, Shanghai 200237, Peoples R China;[2]East China Univ Sci & Technol, Res Ctr Econophys, Shanghai 200237, Peoples R China;[3]East China Univ Sci & Technol, Dept Math, Shanghai 200237, Peoples R China;[4]Sun Yat Sen Univ, Sch Business, Guangzhou 510275, Guangdong, Peoples R China

年份：2017

卷号：119

期号：4

外文期刊名：EPL

收录：;WOS:【SCI-EXPANDED(收录号:WOS:000415149500025)】；

基金：This work was supported by National Natural Science Foundation of China (71532009) and Fundamental Research Funds for the Central Universities (222201718006).

语种：英文

摘要：Complex network is not only a powerful tool for the analysis of complex system, but also a promising way to analyze time series. The algorithm of horizontal visibility graph (HVG) maps time series into graphs, whose degree distributions are numerically and analytically investigated for certain time series. We derive the degree distributions of HVGs through an iterative construction process of HVGs. The degree distributions of the HVG and the directed HVG for random series are derived to be exponential, which confirms the analytical results from other methods. We also obtained the analytical expressions of degree distributions of HVGs and in-degree and out-degree distributions of directed HVGs transformed from multifractal binomial measures, which agree excellently with numerical simulations. Copyright (C) EPLA, 2017