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Title: Generating synthetic time series from Bak-Sneppen coevolution models
Authors: Petroni, Filippo
Ausloos, Marcel
Rotundo, Giulia
Keywords: SOC model; Time series; Fractal dimension; Evolution model; Fractional Brownian motion
Issue Date: 2007
Publisher: Physica A, Elsevier
Source: 8. F. Petroni, M. Ausloos, G. Rotundo, “Generating synthetic time series from Bak-Sneppen coevolution models”, Physica A (ISSN: 0378-4371) 384 (2007) 359–367. doi:10.1016/j.physa.2007.04.127. IF 1.643.
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 ¼ 6. The method involves a lattice-based
structure and therefore is suitable for the application of parallel computing.
ISSN: 0378-4371
Appears in Collections:DEIM - Archivio della produzione scientifica

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