60 resultados para Hurst Exponent

em Queensland University of Technology - ePrints Archive


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Complex networks have been studied extensively due to their relevance to many real-world systems such as the world-wide web, the internet, biological and social systems. During the past two decades, studies of such networks in different fields have produced many significant results concerning their structures, topological properties, and dynamics. Three well-known properties of complex networks are scale-free degree distribution, small-world effect and self-similarity. The search for additional meaningful properties and the relationships among these properties is an active area of current research. This thesis investigates a newer aspect of complex networks, namely their multifractality, which is an extension of the concept of selfsimilarity. The first part of the thesis aims to confirm that the study of properties of complex networks can be expanded to a wider field including more complex weighted networks. Those real networks that have been shown to possess the self-similarity property in the existing literature are all unweighted networks. We use the proteinprotein interaction (PPI) networks as a key example to show that their weighted networks inherit the self-similarity from the original unweighted networks. Firstly, we confirm that the random sequential box-covering algorithm is an effective tool to compute the fractal dimension of complex networks. This is demonstrated on the Homo sapiens and E. coli PPI networks as well as their skeletons. Our results verify that the fractal dimension of the skeleton is smaller than that of the original network due to the shortest distance between nodes is larger in the skeleton, hence for a fixed box-size more boxes will be needed to cover the skeleton. Then we adopt the iterative scoring method to generate weighted PPI networks of five species, namely Homo sapiens, E. coli, yeast, C. elegans and Arabidopsis Thaliana. By using the random sequential box-covering algorithm, we calculate the fractal dimensions for both the original unweighted PPI networks and the generated weighted networks. The results show that self-similarity is still present in generated weighted PPI networks. This implication will be useful for our treatment of the networks in the third part of the thesis. The second part of the thesis aims to explore the multifractal behavior of different complex networks. Fractals such as the Cantor set, the Koch curve and the Sierspinski gasket are homogeneous since these fractals consist of a geometrical figure which repeats on an ever-reduced scale. Fractal analysis is a useful method for their study. However, real-world fractals are not homogeneous; there is rarely an identical motif repeated on all scales. Their singularity may vary on different subsets; implying that these objects are multifractal. Multifractal analysis is a useful way to systematically characterize the spatial heterogeneity of both theoretical and experimental fractal patterns. However, the tools for multifractal analysis of objects in Euclidean space are not suitable for complex networks. In this thesis, we propose a new box covering algorithm for multifractal analysis of complex networks. This algorithm is demonstrated in the computation of the generalized fractal dimensions of some theoretical networks, namely scale-free networks, small-world networks, random networks, and a kind of real networks, namely PPI networks of different species. Our main finding is the existence of multifractality in scale-free networks and PPI networks, while the multifractal behaviour is not confirmed for small-world networks and random networks. As another application, we generate gene interactions networks for patients and healthy people using the correlation coefficients between microarrays of different genes. Our results confirm the existence of multifractality in gene interactions networks. This multifractal analysis then provides a potentially useful tool for gene clustering and identification. The third part of the thesis aims to investigate the topological properties of networks constructed from time series. Characterizing complicated dynamics from time series is a fundamental problem of continuing interest in a wide variety of fields. Recent works indicate that complex network theory can be a powerful tool to analyse time series. Many existing methods for transforming time series into complex networks share a common feature: they define the connectivity of a complex network by the mutual proximity of different parts (e.g., individual states, state vectors, or cycles) of a single trajectory. In this thesis, we propose a new method to construct networks of time series: we define nodes by vectors of a certain length in the time series, and weight of edges between any two nodes by the Euclidean distance between the corresponding two vectors. We apply this method to build networks for fractional Brownian motions, whose long-range dependence is characterised by their Hurst exponent. We verify the validity of this method by showing that time series with stronger correlation, hence larger Hurst exponent, tend to have smaller fractal dimension, hence smoother sample paths. We then construct networks via the technique of horizontal visibility graph (HVG), which has been widely used recently. We confirm a known linear relationship between the Hurst exponent of fractional Brownian motion and the fractal dimension of the corresponding HVG network. In the first application, we apply our newly developed box-covering algorithm to calculate the generalized fractal dimensions of the HVG networks of fractional Brownian motions as well as those for binomial cascades and five bacterial genomes. The results confirm the monoscaling of fractional Brownian motion and the multifractality of the rest. As an additional application, we discuss the resilience of networks constructed from time series via two different approaches: visibility graph and horizontal visibility graph. Our finding is that the degree distribution of VG networks of fractional Brownian motions is scale-free (i.e., having a power law) meaning that one needs to destroy a large percentage of nodes before the network collapses into isolated parts; while for HVG networks of fractional Brownian motions, the degree distribution has exponential tails, implying that HVG networks would not survive the same kind of attack.

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The purpose of this chapter is to provide an abstraction for the class of Exponent-Inversion IBE exemplified by the [Bscr ][Bscr ]2 and [Sscr ][Kscr ] schemes, and, on the basis of that abstraction, to show that those schemes do support interesting and useful extensions such as HIBE and ABE. Our results narrow, if not entirely close, the “flexibility gap” between the Exponent-Inversion and Commutative-Blinding IBE concepts.

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Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks constructed from fractional Brownian motions (FBMs). First, our results indicate that the constructed recurrence networks have exponential degree distributions; the average degree exponent 〈λ〉 increases first and then decreases with the increase of Hurst index H of the associated FBMs; the relationship between H and 〈λ〉 can be represented by a cubic polynomial function. We next focus on the motif rank distribution of recurrence networks, so that we can better understand networks at the local structure level. We find the interesting superfamily phenomenon, i.e., the recurrence networks with the same motif rank pattern being grouped into two superfamilies. Last, we numerically analyze the fractal and multifractal properties of recurrence networks. We find that the average fractal dimension 〈dB〉 of recurrence networks decreases with the Hurst index H of the associated FBMs, and their dependence approximately satisfies the linear formula 〈dB〉≈2-H, which means that the fractal dimension of the associated recurrence network is close to that of the graph of the FBM. Moreover, our numerical results of multifractal analysis show that the multifractality exists in these recurrence networks, and the multifractality of these networks becomes stronger at first and then weaker when the Hurst index of the associated time series becomes larger from 0.4 to 0.95. In particular, the recurrence network with the Hurst index H=0.5 possesses the strongest multifractality. In addition, the dependence relationships of the average information dimension 〈D(1)〉 and the average correlation dimension 〈D(2)〉 on the Hurst index H can also be fitted well with linear functions. Our results strongly suggest that the recurrence network inherits the basic characteristic and the fractal nature of the associated FBM series.

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Much recent research into citizen journalism has focussed on its role in political debate and deliberation. Such research examines important questions about citizen participation in democratic processes – however, it perhaps places undue focus on only one area of journalistic coverage, and presents a challenge which only a small number of citizen journalism projects can realistically hope to meet. A greater opportunity for broad-based citizen involvement in journalistic activities may lie outside of politics, in the coverage of everyday community life. A leading exponent of this approach is the German-based citizen journalism Website myHeimat.de, which provides a nationwide platform for participants to contribute reports about events in their community. myHeimat takes a hyperlocal approach but also allows for content aggregation on specific topics across multiple local communities; Hannover-based newspaper publishing house Madsack has recently acquired a stake in the project. Drawing on extensive interviews with myHeimat CEO Martin Huber and Madsack newspaper editors Peter Taubald and Clemens Wlokas during October 2008, this paper analyses the myHeimat project and examines its applicability beyond rural and regional areas in Germany; it investigates the question of what role citizen journalism may play beyond the political realm.

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We examine the use of randomness extraction and expansion in key agreement (KA) pro- tocols to generate uniformly random keys in the standard model. Although existing works provide the basic theorems necessary, they lack details or examples of appropriate cryptographic primitives and/or parameter sizes. This has lead to the large amount of min-entropy needed in the (non-uniform) shared secret being overlooked in proposals and efficiency comparisons of KA protocols. We therefore summa- rize existing work in the area and examine the security levels achieved with the use of various extractors and expanders for particular parameter sizes. The tables presented herein show that the shared secret needs a min-entropy of at least 292 bits (and even more with more realistic assumptions) to achieve an overall security level of 80 bits using the extractors and expanders we consider. The tables may be used to �nd the min-entropy required for various security levels and assumptions. We also �nd that when using the short exponent theorems of Gennaro et al., the short exponents may need to be much longer than they suggested.

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Visiting a modern shopping center is becoming vital in our society nowadays. The fast growth of shopping center, transportation system, and modern vehicles has given more choices for consumers in shopping. Although there are many reasons for the consumers in visiting the shopping center, the influence of travel time and size of shopping center are important things to be considered towards the frequencies of visiting customers in shopping centers. A survey to the customers of three major shopping centers in Surabaya has been conducted to evaluate the Ellwood’s model and Huff’s model. A new exponent value N of 0.48 and n of 0.50 has been found from the Ellwood’s model, while a coefficient of 0.267 and an add value of 0.245 have been found from the Huff’s model.

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Confirmatory factor analyses were conducted to evaluate the factorial validity of the Toronto Alexithymia Scale in an alcohol-dependent sample. Several factor models were examined, but all models were rejected given their poor fit. A revision of the TAS-20 in alcohol-dependent populations may be needed.

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The objective of this study was to investigate the factors that influence midlife women to make positive exercise and dietary changes. In late 2005 questionnaires were mailed to 866 women aged 51–66 years from rural and urban locations in Queensland, Australia and participating in Stage 2 of the Healthy Aging of Women Study. The questionnaires sought data on socio-demographics, body mass index (BMI), chronic health conditions, self-efficacy, exercise and dietary behavior change since age 40, and health-related quality of life. Five hundred and sixty four (69%) were completed and returned by early 2006. Data analysis comprised descriptive and bivariate statistics and structural equation modeling. The results showed that midlife is a significant time for women to make positive health behavior changes. Approximately one-third of the sample (34.6%) indicated that they had increased their exercise and around 60% had made an effort to eat more healthily since age 40. Modeling showed self-efficacy to be important in making both exercise and dietary changes. Although education appeared to influence self-efficacy in relation to exercise change, this was not the case for dietary change. The study has application for programs promoting healthy aging among women, and implies that those with low education, high BMI and poor mental health may need considerable support to improve their lifestyles.

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This paper reports on students’ ability to decode mathematical graphics. The findings were: (a) some items showed an insignificant improvement over time; (b) success involves identifying critical perceptual elements in the graphic and incorporating these elements into a solution strategy; and (c) the optimal strategy capitalises on how information is encoded in the graphic. Implications include a need for teachers to be proactive in supporting students’ to develop their graphical knowledge and an awareness that knowledge varies substantially across students.

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This paper reports on statements from Professional Development participants who were asked to comment on NAPLAN. The participants were involved in a project designed by the YuMi Deadly Centre (YDC) for implementation into 25 Queensland School to enhance the teaching and learning of mathematics to Aboriginal and Torres Strait Islander students and low SES students. Using an action research framework and a survey questionnaire, the preliminary data obtained from participating principals is mixed, with statements indicating that NAPLAN is a high priority for some schools while others indicated that it does not “tell” the whole story of student learning.

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This paper provides an interim report of a large empirical evaluation study in progress. An intervention was implemented to evaluate the effectiveness of the Pattern and Structure Mathematical Awareness Program (PASMAP) on Kindergarten students’ mathematical development. Four large schools (two from Sydney and two from Brisbane), 16 teachers and their 316 students participated in the first phase of a 2-year longitudinal study. Eight of 16 classes implemented the PASMAP program over three school terms. This paper provides an overview of key aspects of the intervention, and preliminary analysis of the impact of PASMAP on students’ representation, abstraction and generalisation of mathematical ideas.

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Continuum diffusion models are often used to represent the collective motion of cell populations. Most previous studies have simply used linear diffusion to represent collective cell spreading, while others found that degenerate nonlinear diffusion provides a better match to experimental cell density profiles. In the cell modeling literature there is no guidance available with regard to which approach is more appropriate for representing the spreading of cell populations. Furthermore, there is no knowledge of particular experimental measurements that can be made to distinguish between situations where these two models are appropriate. Here we provide a link between individual-based and continuum models using a multi-scale approach in which we analyze the collective motion of a population of interacting agents in a generalized lattice-based exclusion process. For round agents that occupy a single lattice site, we find that the relevant continuum description of the system is a linear diffusion equation, whereas for elongated rod-shaped agents that occupy L adjacent lattice sites we find that the relevant continuum description is connected to the porous media equation (pme). The exponent in the nonlinear diffusivity function is related to the aspect ratio of the agents. Our work provides a physical connection between modeling collective cell spreading and the use of either the linear diffusion equation or the pme to represent cell density profiles. Results suggest that when using continuum models to represent cell population spreading, we should take care to account for variations in the cell aspect ratio because different aspect ratios lead to different continuum models.