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

Author

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  • Petroni, F.
  • Ausloos, M.
  • Rotundo, G.

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.

Suggested Citation

  • Petroni, F. & Ausloos, M. & Rotundo, G., 2007. "Generating synthetic time series from Bak–Sneppen co-evolution model mixtures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 359-367.
    • Handle: RePEc:eee:phsmap:v:384:y:2007:i:2:p:359-367
    DOI: 10.1016/j.physa.2007.04.127
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    Cited by:

    1. Marcel Ausloos, 2014. "A biased view of a few possible components when reflecting on the present decade financial and economic crisis," Papers 1412.0127, arXiv.org.
    2. Rotundo, G. & Ausloos, M. & Herteliu, C. & Ileanu, B., 2015. "Hurst exponent of very long birth time series in XX century Romania. Social and religious aspects," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 109-117.

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