期刊
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
卷 -, 期 -, 页码 -出版社
IOP Publishing Ltd
DOI: 10.1088/1742-5468/2009/07/P07046
关键词
random graphs; networks; stochastic processes
资金
- University of the Balearic Islands (UIB)
We introduce a method by which stochastic processes are mapped onto complex networks. As examples, we construct the networks for such time series as those for free-jet and low-temperature helium turbulence, the German stock market index (the DAX), and white noise. The networks are further studied by contrasting their geometrical properties, such as the mean length, diameter, clustering, and average number of connections per node. By comparing the network properties of the original time series investigated with those for the shuffled and surrogate series, we are able to quantify the effect of the long-range correlations and the fatness of the probability distribution functions of the series on the networks constructed. Most importantly, we demonstrate that the time series can be reconstructed with high precision by means of a simple random walk on their corresponding networks.
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