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

Filippo Petroni (), Marcel Ausloos and G. Rotundo

Physica A: Statistical Mechanics and its Applications, 2007, vol. 384, issue 2, 359-367

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.

Keywords: SOC model; Time series; Fractal dimension; Evolution model; Fractional Brownian motion (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:384:y:2007:i:2:p:359-367

DOI: 10.1016/j.physa.2007.04.127

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