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Related papers: Multifractal cross-correlation effects in two-vari…

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Fractals and multifractals and their associated scaling laws provide a quantification of the complexity of a variety of scale invariant complex systems. Here, we focus on lattice multifractals which exhibit complex exponents associated with…

Statistical Mechanics · Physics 2009-04-14 W. -X. Zhou , D. Sornette

Structure of real networked systems, such as social relationship, can be modeled as temporal networks in which each edge appears only at the prescribed time. Understanding the structure of temporal networks requires quantifying the…

Physics and Society · Physics 2016-02-17 Taro Takaguchi , Yosuke Yano , Yuichi Yoshida

In order to extract hidden joint information from two possibly uncorrelated time-series, we explored the measures of network science. Alongside common methods in time-series analysis of the economic markets, mapping the joint structure of…

Computational Finance · Quantitative Finance 2021-02-03 Jamshid Ardalankia , Jafar Askari , Somaye Sheykhali , Emmanuel Haven , G. Reza Jafari

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

Statistical Mechanics · Physics 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

This paper studies coordination problem for time-varying networks suffering from antagonistic information, quantified by scaling parameters. By such a manner, interacting property of the participating individuals and antagonistic…

Systems and Control · Electrical Eng. & Systems 2021-08-10 Wentao Zhang

The structure of real-world networks is usually difficult to characterize owing to the variation of topological scales, the nondyadic complex interactions, and the fluctuations in the network. We aim to address these problems by introducing…

Social and Information Networks · Computer Science 2019-09-25 Quoc Hoan Tran , Van Tuan Vo , Yoshihiko Hasegawa

We introduce a new family of models for growing networks. In these networks new edges are attached preferentially to vertices with higher number of connections, and new vertices are created by already existing ones, inheriting part of their…

Statistical Mechanics · Physics 2009-11-07 S. N. Dorogovtsev , A. N. Samukhin , J. F. F. Mendes

We study the effects of mobility on two crucial characteristics in multi-scale dynamic networks: percolation and connection times. Our analysis provides insights into the question, to what extent long-time averages are well-approximated by…

Probability · Mathematics 2021-03-05 Christian Hirsch , Benedikt Jahnel , Elie Cali

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

We review the main tools which allow for the statistical characterization of weighted networks. We then present two case studies, the airline connection network and the scientific collaboration network, which are representative of critical…

Statistical Mechanics · Physics 2009-11-10 Marc Barthelemy , Alain Barrat , Romualdo Pastor-Satorras , Alessandro Vespignani

Among the statistical models employed to approximate nonlinear interactions in biological and psychological processes, one prominent framework is that of cascades. Despite decades of empirical work using multifractal formalisms, a…

Adaptation and Self-Organizing Systems · Physics 2024-01-11 Madhur Mangalam , Damian G Kelty-Stephen

We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…

Quantum Physics · Physics 2024-10-28 Kohei Yajima , Hisanori Oshima , Ken Mochizuki , Yohei Fuji

We introduce a new method for detection of long-range cross-correlations and multifractality - multifractal height cross-correlation analysis (MF-HXA) - based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the…

Statistical Finance · Quantitative Finance 2012-05-24 Ladislav Kristoufek

Recent studies have shown great promise in applying graph neural networks for multivariate time series forecasting, where the interactions of time series are described as a graph structure and the variables are represented as the graph…

Machine Learning · Computer Science 2022-06-29 Junchen Ye , Zihan Liu , Bowen Du , Leilei Sun , Weimiao Li , Yanjie Fu , Hui Xiong

In the mid-90's, it was shown that the statistics of aggregated time series from Internet traffic departed from those of traditional short range dependent models, and were instead characterized by asymptotic self-similarity. Following this…

Networking and Internet Architecture · Computer Science 2017-03-07 Romain Fontugne , Patrice Abry , Kensuke Fukuda , Darryl Veitch , Kenjiro Cho , Pierre Borgnat , Herwig Wendt

Thermal or finite-size scaling analyses of importance sampling Monte Carlo time series in the vicinity of phase transition points often combine different estimates for the same quantity, such as a critical exponent, with the intent to…

Statistical Mechanics · Physics 2009-04-08 Martin Weigel , Wolfhard Janke

In this paper, we pose a hypothesis that the structure of communities in complex networks may result from their latent fractal properties. This hypothesis is based not only on the general observation that many real networks have multilevel…

Physics and Society · Physics 2023-09-21 Mateusz Samsel , Kordian Makulski , Michał Łepek , Agata Fronczak , Piotr Fronczak

Recently, time series classification has attracted the attention of a large number of researchers, and hundreds of methods have been proposed. However, these methods often ignore the spatial correlations among dimensions and the local…

Machine Learning · Computer Science 2024-11-28 Mingsen Du , Yanxuan Wei , Xiangwei Zheng , Cun Ji

In evolving complex systems such as air traffic and social organizations, collective effects emerge from their many components' dynamic interactions. While the dynamic interactions can be represented by temporal networks with nodes and…

Social and Information Networks · Computer Science 2017-09-21 Tiago P. Peixoto , Martin Rosvall

Although there is increasing evidence of criticality in the brain, the processes that guide neuronal networks to reach or maintain criticality remain unclear. The present research examines the role of neuronal gain plasticity in time-series…

Neurons and Cognition · Quantitative Biology 2018-02-21 Ariadne de Andrade Costa , Mary Jean Amon , Olaf Sporns , Luis Favela