期刊
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
卷 387, 期 5-6, 页码 1381-1386出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.physa.2007.10.055
关键词
complex networks; time series analysis; network construction
Recent works show that complex network theory may be a powerful tool in time series analysis. We propose in this paper a reliable procedure for constructing complex networks from the correlation matrix of a time series. An original stock time series, the corresponding return series and its amplitude series are considered. The degree distribution of the original series can be well fitted with a power law, while that of the return series can be well fitted with a Gaussian function. The degree distribution of the amplitude series contains two asymmetric Gaussian branches. Reconstruction of networks from time series is a common problem in diverse research. The proposed strategy may be a reasonable solution to this problem. (c) 2007 Elsevier B.V. All rights reserved.
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