102,250 research outputs found

    Spatial preferential attachment networks: Power laws and clustering coefficients

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    We define a class of growing networks in which new nodes are given a spatial position and are connected to existing nodes with a probability mechanism favoring short distances and high degrees. The competition of preferential attachment and spatial clustering gives this model a range of interesting properties. Empirical degree distributions converge to a limit law, which can be a power law with any exponent τ>2\tau>2. The average clustering coefficient of the networks converges to a positive limit. Finally, a phase transition occurs in the global clustering coefficients and empirical distribution of edge lengths when the power-law exponent crosses the critical value τ=3\tau=3. Our main tool in the proof of these results is a general weak law of large numbers in the spirit of Penrose and Yukich.Comment: Published in at http://dx.doi.org/10.1214/14-AAP1006 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Exact results of the limited penetrable horizontal visibility graph associated to random time series and its application

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    The limited penetrable horizontal visibility algorithm is a new time analysis tool and is a further development of the horizontal visibility algorithm. We present some exact results on the topological properties of the limited penetrable horizontal visibility graph associated with random series. We show that the random series maps on a limited penetrable horizontal visibility graph with exponential degree distribution P(k)exp[λ(k2ρ2)],λ=ln[(2ρ+3)/(2ρ+2)],ρ=0,1,2,...,k=2ρ+2,2ρ+3,...P(k)\sim exp[-\lambda (k-2\rho-2)], \lambda = ln[(2\rho+3)/(2\rho+2)],\rho=0,1,2,...,k=2\rho+2,2\rho+3,..., independent of the probability distribution from which the series was generated. We deduce the exact expressions of the mean degree and the clustering coefficient and demonstrate the long distance visibility property. Numerical simulations confirm the accuracy of our theoretical results. We then examine several deterministic chaotic series (a logistic map, the Heˊ\acute{e}non map, the Lorentz system, and an energy price chaotic system) and a real crude oil price series to test our results. The empirical results show that the limited penetrable horizontal visibility algorithm is direct, has a low computational cost when discriminating chaos from uncorrelated randomness, and is able to measure the global evolution characteristics of the real time series.Comment: 23 pages, 12 figure

    Toward a generic representation of random variables for machine learning

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    This paper presents a pre-processing and a distance which improve the performance of machine learning algorithms working on independent and identically distributed stochastic processes. We introduce a novel non-parametric approach to represent random variables which splits apart dependency and distribution without losing any information. We also propound an associated metric leveraging this representation and its statistical estimate. Besides experiments on synthetic datasets, the benefits of our contribution is illustrated through the example of clustering financial time series, for instance prices from the credit default swaps market. Results are available on the website www.datagrapple.com and an IPython Notebook tutorial is available at www.datagrapple.com/Tech for reproducible research.Comment: submitted to Pattern Recognition Letter
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