| 多重分形序列的可见图分析 |
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| 引用本文： | 唐镇,王建勇,杨会杰.多重分形序列的可见图分析[J].上海理工大学学报,2011,33(4). |
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| 作者姓名： | 唐镇 王建勇 杨会杰 |
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| 作者单位： | 1. 上海理工大学管理学院,上海,200093
2. 邢台学院物理系,邢台,054001 |
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| 基金项目： | 国家自然科学基金资助项目(10975099,10635040); 上海市重点学科建设资助项目(S30501); 上海市高等学校特聘教授(东方学者)岗位计划资助项目 |
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| 摘 要： | 可见图方法将多重分形时间序列映射为相应的网络,研究并对比了由不同机制产生的多重分形序列的非平凡特征,发现单分形时间序列的简单叠加得到的混合序列有多分形性质,对应的可见图是无尺度网络;而通过模型产生的多分形序列对应的可见图一般不具有无标度性质.为了辨别不同机制生成的多分形时间序列,小波分析和可见图必须联合运用才能识别这两种不同的分形结构,可见图算法作为传统时间序列分析方法的补充在揭示序列产生机制时具有重要的用途.
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| 关 键 词： | 可见图 多重分形时间序列 度分布 |
Visibility graph approach for multi fractal series analysis |
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| TANG Zhen,WANG Jian yong and YANG Hui jie.Visibility graph approach for multi fractal series analysis[J].Journal of University of Shanghai For Science and Technology,2011,33(4). |
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| Authors: | TANG Zhen WANG Jian yong and YANG Hui jie |
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| Institution: | TANG Zhen1,WANG Jian-yong2,YANG Hui-jie1(1.Business School,University of Shanghai for Science and Technology,Shanghai 200093,China,2.Department of Physics,Xingtai College,Xingtai 054001,China) |
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| Abstract: | Visibility graph method is used to map multi-fractal series to complex networks.Intrinsic traits of multi-fractal series generated by different dynamical mechanisms were compared.It is found that mixture series constructed by superposition of several mono-fractal Brownian motions behave generally with multi-fractal character and the corresponding networks are scale-free.While for the multi-fractal series generated by theoretical models,the corresponding visibility graphs display complicated behaviors rather... |
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| Keywords: | visibility graph multi-fractal time series degree distribution |
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