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1.
Phys Rev E Stat Nonlin Soft Matter Phys ; 80(4 Pt 2): 046103, 2009 Oct.
Artigo em Inglês | MEDLINE | ID: mdl-19905386

RESUMO

The visibility algorithm has been recently introduced as a mapping between time series and complex networks. This procedure allows us to apply methods of complex network theory for characterizing time series. In this work we present the horizontal visibility algorithm, a geometrically simpler and analytically solvable version of our former algorithm, focusing on the mapping of random series (series of independent identically distributed random variables). After presenting some properties of the algorithm, we present exact results on the topological properties of graphs associated with random series, namely, the degree distribution, the clustering coefficient, and the mean path length. We show that the horizontal visibility algorithm stands as a simple method to discriminate randomness in time series since any random series maps to a graph with an exponential degree distribution of the shape P(k)=(1/3)(2/3)(k-2), independent of the probability distribution from which the series was generated. Accordingly, visibility graphs with other P(k) are related to nonrandom series. Numerical simulations confirm the accuracy of the theorems for finite series. In a second part, we show that the method is able to distinguish chaotic series from independent and identically distributed (i.i.d.) theory, studying the following situations: (i) noise-free low-dimensional chaotic series, (ii) low-dimensional noisy chaotic series, even in the presence of large amounts of noise, and (iii) high-dimensional chaotic series (coupled map lattice), without needs for additional techniques such as surrogate data or noise reduction methods. Finally, heuristic arguments are given to explain the topological properties of chaotic series, and several sequences that are conjectured to be random are analyzed.


Assuntos
Algoritmos , Gráficos por Computador , Modelos Estatísticos , Rede Nervosa/fisiologia , Simulação por Computador
2.
Phys Rev E Stat Nonlin Soft Matter Phys ; 75(6 Pt 1): 061103, 2007 Jun.
Artigo em Inglês | MEDLINE | ID: mdl-17677216

RESUMO

The damage spreading (DS) method provided a useful tool to obtain analytical results of the thermodynamics and stability of the two-dimensional (2D) Ising model--amongst many others--but it suffered both from ambiguities in its results and from large computational costs. In this paper we propose an alternative method, the so-called self-overlap method, based on the study of correlation functions measured at subsequent time steps as the system evolves towards its equilibrium. Applying Markovian and mean-field approximations to a 2D Ising system we obtain both analytical and numerical results on the thermodynamics that agree with the expected behavior. We also provide some analytical results on the stability of the system. Since only a single replica of the system needs to be studied, this method would seem to be free from the ambiguities that afflicted the DS method. It also seems to be numerically more efficient and analytically simpler.

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