29 شهریور 1400

پویا منشور

مرتبه علمی:
نشانی: دانشکده علوم و فناوری نانو و زیستی - گروه فیزیک
تحصیلات: فیزیک
تلفن:
دانشکده: دانشکده علوم و فناوری نانو و زیستی

مشخصات پژوهش

عنوان Complex network approach to fractional time series
نوع پژوهش مقالات در نشریات
کلیدواژه‌ها
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مجله CHAOS
شناسه DOI 10.1063/1.4930839
پژوهشگران پویا منشور (نفر اول)

چکیده

In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility algorithm is not an appropriate one to study the correlation aspects of a time series. We then employ the horizontal visibility algorithm, as a much simpler one, to map fractional processes onto complex networks. The degree distributions are shown to have parabolic exponential forms with Hurst dependent fitting parameter. Further, we take into account other topological properties such as maximum eigenvalue of the adjacency matrix and the degree assortativity, and show that such topological quantities can also be used to predict the Hurst exponent, with an exception for anti-persistent fractional Gaussian noises. To solve this problem, we take into account the Spearman correlation coefficient between nodes' degrees and their corresponding data values in the original time series.