The Bak-Sneppen model of co-evolution is used to derive synthetic time series with a priori specified fractal dimension (or Hurst exponent) through a mixing of processes in various lattice dimensions. Both theoretical and numerical analyses concern the avalanches at the critical threshold and provide a model for time series reconstruction that can be tested as an alternative to the classical fractional Brownian motion (fBm) because of differences in properties. New results on critical threshold and avalanche structure are obtained up to Euclidean dimension d = 6. The method involves a lattice-based structure and therefore is suitable for the application of parallel computing.

Generating synthetic time series from Bak-Sneppen co-evolution model mixtures

Petroni, F.;
2007

Abstract

The Bak-Sneppen model of co-evolution is used to derive synthetic time series with a priori specified fractal dimension (or Hurst exponent) through a mixing of processes in various lattice dimensions. Both theoretical and numerical analyses concern the avalanches at the critical threshold and provide a model for time series reconstruction that can be tested as an alternative to the classical fractional Brownian motion (fBm) because of differences in properties. New results on critical threshold and avalanche structure are obtained up to Euclidean dimension d = 6. The method involves a lattice-based structure and therefore is suitable for the application of parallel computing.
Evolution model; Fractal dimension; Fractional Brownian motion; SOC model; Time series
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11584/18100
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