对于具有任意多事件集群的爆发式时间序列的时间缩放理论
Hang-Hyun Jo1, Tibebe Birhanu1, Naoki Masuda2,3,4
1Department of Physics, The Catholic University of Korea, Bucheon 14662, Republic of Korea.
Chaos (Woodbury, N.Y.)
|August 9, 2024
概括
这项研究揭示了事件时间之间的相关性如何影响时间序列自相关性. 我们开发了一个模型,显示这些相关性,特别是爆发大小,决定了自身相关性衰变,为复杂的时间模式提供了分析洞察力.
科学领域:
- 复杂的系统复杂的系统.
- 时间序列分析时间序列分析
- 统计物理 统计物理
背景情况:
- 事件序列中的时间相关性通常在自相关函数中表现出功率定律衰变.
- 间事件时间的重尾分布通常被认为是这种缩放行为的原因.
- 连续间隔事件时间之间的相关性对自身相关性衰减的影响仍然不太清楚.
研究的目的:
- 开发一个模型来生成具有可控制的间事件时间和爆发大小分布的时间序列.
- 分析地推导出拟议模型的自相关函数.
- 为了建立自相对应衰变和间事件时间和爆发大小的分布之间的缩放关系.
主要方法:
- 为时间序列数据提出了一个生成模型.
- 对模型生成的时间序列分析推导出自相关函数.
- 调查了电力规律分布的事件间隔时间和爆发大小.
- 通过数值模拟证实了分析结果.
主要成果:
- 导出了自相关函数的分析表达式.
- 建立了自相关性衰变,间事件时间分布和爆发大小分布的权力定律指数之间的缩放关系.
- 证明连续间事件时间之间的相关性显著影响自相关性衰减.
结论:
- 该研究提供了一个严格的分析框架,用于理解事件时间序列中的自相关性衰变.
- 爆发大小和事件间时间的相关性是决定长期时间依赖性的关键因素.
- 这些发现为展示重尾事件分布的复杂系统的动态提供了洞察力.
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