arXiv subjects

Shi-Min Cai

Publications and source records attributed to Shi-Min Cai.

31 records · Page 2Linked to original sources

arXiv2014

Community structure revealed by phase locking

Community structure can naturally emerge in paths to synchronization, and scratching it from the paths is a tough issue that accounts for the diverse dynamics of synchronization. In this paper, with assumption that the synchronization on complex networks is made up of local and collective processes, we proposed a scheme to lock the local synchronization (phase locking) at a stable state meanwhile suppress the collective synchronization based on Kuramoto model. Through this scheme, the network dynamics only contains the local synchronization, which suggests that the nodes in the same community synchronize together and these synchronization clusters well reveal the community structure of network. Furthermore, by analyzing the paths to synchronization, the relations or overlaps among different communities are also obtained. Thus, the community detection based on the scheme is performed on five real networks and the observed community structures are much more apparent than modularity-based fast algorithm. Our results not only provide a deep insight to understand the synchronization dynamics on complex network but also enlarge the research scope of community detection.

physics.soc-ph↗

arXiv2014

Non-Markovian Character in Human Mobility: Online and Offline

The dynamics of human mobility characterizes the trajectories humans follow during their daily activities and is the foundation of processes from epidemic spreading to traffic prediction and information recommendation. In this paper, we investigate a massive data set of human activity including both online behavior of browsing websites and offline one of visiting towers based mobile terminations. The non-Markovian character observed from both online and offline cases is suggested by the scaling law in the distribution of dwelling time at individual and collective levels, respectively. Furthermore, we argue that the lower entropy and higher predictability in human mobility for both online and offline cases may origin from this non-Markovian character. However, the distributions of individual entropy and predictability show the different degrees of non-Markovian character from online to offline cases. To accounting for non-Markovian character in human mobility, we introduce a protype model with three basic ingredients, \emph{preferential return, inertial effect, and exploration} to reproduce the dynamic process of online and offline human mobility. In comparison with standard and biased random walk models with assumption of Markov process, the proposed model is able to obtain characters much closer to these empirical observations.

physics.soc-ph↗

arXiv2013

Scaling behavior of online human activity

The rapid development of Internet technology enables human explore the web and record the traces of online activities. From the analysis of these large-scale data sets (i.e. traces), we can get insights about dynamic behavior of human activity. In this letter, the scaling behavior and complexity of human activity in the e-commerce, such as music, book, and movie rating, are comprehensively investigated by using detrended fluctuation analysis technique and multiscale entropy method. Firstly, the interevent time series of rating behaviors of these three type medias show the similar scaling property with exponents ranging from 0.53 to 0.58, which implies that the collective behaviors of rating media follow a process embodying self-similarity and long-range correlation. Meanwhile, by dividing the users into three groups based their activities (i.e., rating per unit time), we find that the scaling exponents of interevent time series in three groups are different. Hence, these results suggest the stronger long-range correlations exist in these collective behaviors. Furthermore, their information complexities vary from three groups. To explain the differences of the collective behaviors restricted to three groups, we study the dynamic behavior of human activity at individual level, and find that the dynamic behaviors of a few users have extremely small scaling exponents associating with long-range anticorrelations. By comparing with the interevent time distributions of four representative users, we can find that the bimodal distributions may bring the extraordinary scaling behaviors. These results of analyzing the online human activity in the e-commerce may not only provide insights to understand its dynamic behaviors but also be applied to acquire the potential economic interest.

physics.soc-ph↗

arXiv2012

Hierarchical structure of stock price fluctuations in financial markets

The financial market and turbulence have been broadly compared on account of the same quantitative methods and several common stylized facts they shared. In this paper, the She-Leveque (SL) hierarchy, proposed to explain the anomalous scaling exponents deviated from Kolmogorov monofractal scaling of the velocity fluctuation in fluid turbulence, is applied to study and quantify the hierarchical structure of stock price fluctuations in financial markets. We therefore observed certain interesting results: (i) The hierarchical structure related to multifractal scaling generally presents in all the stock price fluctuations we investigated. (ii) The quantitatively statistical parameters that describes SL hierarchy are different between developed financial markets and emerging ones, distinctively. (iii) For the high-frequency stock price fluctuation, the hierarchical structure varies with different time period. All these results provide a novelty analogy in turbulence and financial market dynamics and a insight to deeply understand the multifractality in financial markets.

q-fin.ST↗

arXiv2011

Hierarchical organization of brain functional network during visual task

In this paper, the brain functional networks derived from high-resolution synchronous EEG time series during visual task are generated by calculating the phase synchronization among the time series. The hierarchical modular organizations of these networks are systematically investigated by the fast Girvan-Newman algorithm. At the same time, the spatially adjacent electrodes (corresponding to EEG channels) are clustered into functional groups based on anatomical parcellation of brain cortex, and this clustering information are compared to that of the functional network. The results show that the modular architectures of brain functional network are in coincidence with that from the anatomical structures over different levels of hierarchy, which suggests that population of neurons performing the same function excite and inhibit in identical rhythms. The structure-function relationship further reveals that the correlations among EEG time series in the same functional group are much stronger than those in different ones and that the hierarchical organization of brain functional network may be a consequence of functional segmentation of brain cortex.

physics.bio-ph↗

arXiv2010

Self-organized Emergence of Navigability on Small-World Networks

This paper mainly investigates why small-world networks are navigable and how to navigate small-world networks. We find that the navigability can naturally emerge from self-organization in the absence of prior knowledge about underlying reference frames of networks. Through a process of information exchange and accumulation on networks, a hidden metric space for navigation on networks is constructed. Navigation based on distances between vertices in the hidden metric space can efficiently deliver messages on small-world networks, in which long range connections play an important role. Numerical simulations further suggest that high cluster coefficient and low diameter are both necessary for navigability. These interesting results provide profound insights into scalable routing on the Internet due to its distributed and localized requirements.

cs.SI↗

arXiv2009

Scaling and memory in recurrence intervals of Internet traffic

By studying the statistics of recurrence intervals, $τ$, between volatilities of Internet traffic rate changes exceeding a certain threshold $q$, we find that the probability distribution functions, $P_{q}(τ)$, for both byte and packet flows, show scaling property as $P_{q}(τ)=\frac{1}{\overlineτ}f(\fracτ{\overlineτ})$. The scaling functions for both byte and packet flows obeys the same stretching exponential form, $f(x)=A\texttt{exp}(-Bx^β)$, with $β\approx 0.45$. In addition, we detect a strong memory effect that a short (or long) recurrence interval tends to be followed by another short (or long) one. The detrended fluctuation analysis further demonstrates the presence of long-term correlation in recurrence intervals.

physics.data-an↗

arXiv2007

Note on two phase phenomena in financial markets

The two phase behavior in financial markets actually means the bifurcation phenomenon, which represents the change of the conditional probability from an unimodal to a bimodal distribution. In this paper, the bifurcation phenomenon in Hang-Seng index is carefully investigated. It is observed that the bifurcation phenomenon in financial index is not universal, but specific under certain conditions. The phenomenon just emerges when the power-law exponent of absolute increment distribution is between 1 and 2 with appropriate period. Simulations on a randomly generated time series suggest the bifurcation phenomenon itself is subject to the statistics of absolute increment, thus it may not be able to reflect the essential financial behaviors. However, even under the same distribution of absolute increment, the range where bifurcation phenomenon occurs is far different from real market to artificial data, which may reflect certain market information.

q-fin.ST↗

arXiv2007

Scale-invariance of human EEG signals in sleep

We investigate the dynamical properties of electroencephalogram (EEG) signals of human in sleep. By using a modified random walk method, We demonstrate that the scale-invariance is embedded in EEG signals after a detrending procedure. Further more, we study the dynamical evolution of probability density function (PDF) of the detrended EEG signals by nonextensive statistical modeling. It displays scale-independent property, which is markedly different from the turbulent-like scale-dependent PDF evolution.

physics.bio-ph↗

arXiv2006

Scaling behavior of an artificial traffic model on scale-free networks

In this article, we investigate an artificial traffic model on scale-free networks. Instead of using the routing strategy of the shortest path, a generalized routing algorithm is introduced to improve the transportation throughput, which is measured by the value of the critical point disjoining the free-flow phase and the congested phase. By using the detrended fluctuation analysis, we found that the traffic rate fluctuation near the critical point exhibits the $1/f$-type scaling in the power spectrum. The simulation results agree very well with the empirical data, thus the present model may contribute to the understanding of the underlying mechanism of network traffics.

physics.soc-ph↗

arXiv2006

Diffusion entropy analysis on the stride interval fluctuation of human gait

In this paper, the diffusion entropy technique is applied to investigate the scaling behavior of stride interval fluctuations of human gait. The scaling behavior of the stride interval of human walking at normal, slow and fast rate are similar; with the scale-invariance exponents in the interval $[0.663,0.955]$, of which the mean value is $0.821\pm0.011$. Dynamical analysis of these stride interval fluctuations reveals a self-similar pattern: Fluctuation at one time scale are statistically similar to those at multiple other time scales, at least over hundreds of steps, while the healthy subjects walk at their normal rate. The long-range correlations are observed during the spontaneous walking after the removal of the trend in the time series with Fourier filter. These findings uncover that the fractal dynamics of stride interval of human gait are normally intrinsic to the locomotor systems.

physics.bio-ph↗

arXiv2006

Boolean Game on Scale-free Networks

Inspired by the local minority game, we propose a network Boolean game and investigate its dynamical properties on scale-free networks. The system can self-organize to a stable state with better performance than random choice game, although only the local information is available to the agent. By introducing the heterogeneity of local interactions, we find the system has the best performance when each agent's interaction frequency is linear correlated with its information capacity. Generally, the agents with more information gain more than those with less information, while in the optimal case, each agent almost has the same average profit. In addition, we investigate the role of irrational factor and find an interesting symmetrical behavior.

physics.soc-ph↗

arXiv2005

Diffusion entropy analysis on the scaling behavior of financial markets

In this paper the diffusion entropy technique is applied to investigate the scaling behavior of financial markets. The scaling behaviors of four representative stock markets, Dow Jones Industrial Average, Standard&Poor 500, Heng Seng Index, and Shang Hai Stock Synthetic Index, are almost the same; with the scale-invariance exponents all in the interval $[0.92, 0.95]$. These results provide a strong evidence of the existence of long-rang correlation in financial time series, thus several variance-based methods are restricted for detecting the scale-invariance properties of financial markets. In addition, a parsimonious percolation model for stock markets is proposed, of which the scaling behavior agrees with the real-life markets well.

physics.soc-ph↗