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可图分-华东师范大学.pdf

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可图分-华东师范大学

2 ( ) No. 2 2017 3 Journal of East China Normal University (Natural Science) Mar. 2017 : 1000-5641(2017)02-0075-06 , ( , 200241) : (Visibility Graph, VG) . . , . , , ; , . VG , (Horizontal Visibility Graph, HVG) . : ; ; ; : O415 : A DOI: 10.3969/j.issn.1000-5641.2017.02.010 Comparative regression analysis to degree distributions of visibility graph ZHANG Rong, ZOU Yong (School of Physics and Materials Science, East China Normal University, Shanghai 200241, China) Abstract: Visibility graph has provided much insight to study the dynamics of time series from the perspective complex network. We construct visibility graphs for time series from both auto-regressive stochastic and fractional Brownian motions. Our results suggest that degree distributions of the resulted complex networks of auto-regressive processes are characterized by exponential forms, while that of fractional Brownian motions obey power-law forms. Our conclusions hold for both the traditional visibility graph and its variant horizontal visibility graph. Key words: visibility graph; autoregressive stochastic process; fractional Brownian motion; goodness of fit 0 Watts Strogatz AlbertBarab´asi , [1-4]. : 2016-03-18 : : , , , . E-mail: sand. :

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