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Related papers: Detrended fluctuation analysis on the correlations…

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The detrended fluctuation analysis (DFA) [Peng et al., 1994] and its extensions (MF-DFA) [Kantelhardt et al., 2002] have been used extensively to determine possible long-range correlations in self-affine signals. While the DFA has been…

Statistical Mechanics · Physics 2015-06-24 Radhakrishnan Nagarajan , Rajesh G. Kavasseri

$Range$ and $load$ play keys on the problem of attacking on links in random scale-free (RSF) networks. In this Brief Report we obtain the relation between $range$ and $load$ in RSF networks analytically by the generating function theory,…

Statistical Mechanics · Physics 2009-11-13 Baihua Gong , Jun Liu , Liang Huang , Kongqing Yang

Many complex natural and physical systems exhibit patterns of interconnection that conform, approximately, to a network structure referred to as scale-free. Preferential attachment is one of many algorithms that have been introduced to…

Physics and Society · Physics 2014-11-18 Linjun Zhang , Michael Small , Kevin Judd

We extend the previously observed scaling equation connecting the internode distances and nodes' degrees onto the case of weighted networks. We show that the scaling takes a similar form in the empirical data obtained from networks…

Physics and Society · Physics 2010-08-25 Julian Sienkiewicz , Janusz A. Holyst

We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

In this paper we theoretically and empirically study the degree and connectivity of the Internet's scale-free topology at the autonomous system (AS) level. The basic features of the scale-free network have influence on the normalization…

Networking and Internet Architecture · Computer Science 2011-06-03 Lianming Zhang , Xiaoheng Deng , Jianping Yu , Xiangsheng Wu

Here, we propose a class of scale-free networks $G(t;m)$ with some intriguing properties, which can not be simultaneously held by all the theoretical models with power-law degree distribution in the existing literature, including (i)…

Social and Information Networks · Computer Science 2020-10-29 Fei Ma , Xiaomin Wang , Ping Wang

We propose a deterministic weighted scale-free small-world model for considering pseudofractal web with the coevolution of topology and weight. In the model, we have the degree distribution exponent $\gamma$ restricted to a range between 2…

Statistical Mechanics · Physics 2011-02-03 Yichao Zhang , Zhongzhi Zhang , Shuigeng Zhou , Jihong Guan

Interdependent networks have been shown to be extremely vulnerable based on the percolation model. Parshani et. al further indicated that the more inter-similar networks are, the more robust they are to random failure. Our understanding of…

Physics and Society · Physics 2015-05-27 Fei Tan , Yongxiang Xia

Long-range correlation in financial time series reflects the complex dynamics of the stock markets driven by algorithms and human decisions. Our analysis exploits ultra-high frequency order book data from NASDAQ Nordic over a period of…

Trading and Market Microstructure · Quantitative Finance 2017-11-10 Martin Magris , Jiyeong Kim , Esa Rasanen , Juho Kanniainen

Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal correlations in time series. Signals with long-range temporal correlations are typically defined as having a power law decay in their…

Quantitative Methods · Quantitative Biology 2013-06-24 Maria Botcharova , Simon F Farmer , Luc Berthouze

We study the statistics and scaling of extreme fluctuations in noisy task-completion landscapes, such as those emerging in synchronized distributed-computing networks, or generic causally-constrained queuing networks, with scale-free…

Disordered Systems and Neural Networks · Physics 2007-09-07 H. Guclu , G. Korniss , Z. Toroczkai

We make the comparative study of scaling range properties for detrended fluctuation analysis (DFA), detrended moving average analysis (DMA) and recently proposed new technique called modified detrended moving average analysis (MDMA). Basic…

Data Analysis, Statistics and Probability · Physics 2013-11-05 Dariusz Grech , Zygmunt Mazur

From benign overfitting in overparameterized models to rich power-law scalings in performance, simple ridge regression displays surprising behaviors sometimes thought to be limited to deep neural networks. This balance of phenomenological…

Machine Learning · Statistics 2026-05-08 Alexander Atanasov , Jacob A. Zavatone-Veth , Cengiz Pehlevan

Understanding the subgraph distribution in random networks is important for modelling complex systems. In classic Erdos networks, which exhibit a Poissonian degree distribution, the number of appearances of a subgraph G with n nodes and g…

Statistical Mechanics · Physics 2009-11-10 S. Itzkovitz , R. Milo , N. Kashtan , G. Ziv , U. Alon

The rate equations are used to study the scale-free behavior of the weight distribution in evolving networks whose topology is determined only by degrees of preexisting vertices. An analysis of these equations shows that the degree…

Disordered Systems and Neural Networks · Physics 2007-05-23 W. Jezewski

Several spectral fluctuation measures of random matrix theory (RMT) have been applied in the study of spectral properties of networks. However, the calculation of those statistics requires performing an unfolding procedure, which may not be…

Disordered Systems and Neural Networks · Physics 2019-11-14 G. Torres-Vargas , R. Fossion , J. A. Méndez-Bermúdez

Recently, it has been demonstrated that many large complex networks display a scale-free feature, that is, their connectivity distributions have the power-law form. In this paper, we investigate the synchronization phenomena in a scale-free…

Condensed Matter · Physics 2007-05-23 Xiao Fan Wang , Guanrong Chen

Several studies on real complex networks from different fields as biology, economy, or sociology have shown that the degree of nodes (number of edges connected to each node) follows a scale-free power-law distribution like $P(k)\approx…

Biological Physics · Physics 2007-05-23 J. C. Nacher , T. Yamada , S. Goto , M. Kanehisa , T. Akutsu

We investigate mechanisms of the typically observed recoverable prevalence in epidemic spreading. Assuming the time-independent connectivity correlations, we analyze the dynamics of spreading on linearly growing scale-free (SF) networks,…

Statistical Mechanics · Physics 2007-05-23 Yukio Hayashi
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