CHINESE JOURNAL OF COMPUTATIONAL PHYSICS ›› 2014, Vol. 31 ›› Issue (6): 742-750.

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Linkage Fluctuation in Double Variables of Time Series Based on Complex Networks

AN haigang   

  1. Management Science and Engineering,Shijiazhuang University of Economics, Shijiazhuang 050031, China
  • Received:2013-11-25 Revised:2014-04-02 Online:2014-11-25 Published:2014-11-25

Abstract: To study linkage fluctuation of double variables of time series,we took London Gold and Au9999. Model of linkage fluctuation is consisted of characters {P,N,M},using coarse graining process. Nodes of complex network are 5-symbol strings. Linkage fluctuation complex network is composed of all models and link edges between them. It indicates that models have power-law distribution,clustering and periodicity. Transmission and evolution are finished mainly by few models. It provides an analyzing method for many kinds of double variables of time series and ideas for general law of multi-variables of time series,as well.

Key words: complex networks, coarse-grained, linkage fluctuation, time series

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