Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index

Physica A: Statistical Mechanics and its Applications

Volumn 390, Issue 20, 2011, Pages 3592-3601

  Xie, Wen Jie ^a,b   Zhou, Wei Xing ^a,b  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Dynamics; Fractality; Fractional Brownian motion; Horizontal visibility graph; Mixing pattern

Indexed keywords

BROWNIAN MOVEMENT; COMPLEX NETWORKS; DYNAMICS; FRACTAL DIMENSION; GRAPHIC METHODS; STOCHASTIC SYSTEMS; TIME SERIES ANALYSIS; VISIBILITY;

CLUSTERING COEFFICIENT; DEGREE-DEGREE CORRELATIONS; FRACTALITY; FRACTIONAL BROWNIAN MOTION; HORIZONTAL VISIBILITY GRAPHS; NONLINEAR TIME-SERIES ANALYSIS; PEARSON COEFFICIENT; TOPOLOGICAL PROPERTIES;

GRAPH THEORY;

EID: 80955178306     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2011.04.020     Document Type: Article

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