Parameter optimization of complex network based on the change-point identification

作     者：Xu Xingtao Tao Jiagui Xu Xingtao;Tao Jiagui

作者机构：Electric Power Research InstituteState Grid Jiangsu Electric Power Co.Ltd.Nanjing 210013China 

出 版 物：《The Journal of China Universities of Posts and Telecommunications》 (中国邮电高校学报（英文版）)

年 卷 期：2023年第30卷第6期

页      面：22-29页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基　　金：supported by the Science and Technology Foundation of State Grid Corporation of China(SGCC)(J2022116) 

主　　题：complex network change-point coarse-graining embedding dimension 

摘      要：This paper proposes a novel method for the parameter optimization of complex networks established through coarsening and phase space ***,we identify the change-points of the time series based on the cumulative sum(CUSUM)control chart ***,we optimize the coarse-graining parameters and phase space embedding dimension based on the evolution analysis of the global topology index(betweenness)at the mutation ***,we conduct a simulation analysis based on real-time data of Chinese copper spot *** results show that the delay of the copper spot prices in Chinese spot market is 1 day,and the optimal embedding dimension of the phase space reconstruction is *** acceptance level of the investors towards the small fluctuations in copper spot prices is 0.2 times than the average level of price fluctuations,which means that an average price fluctuation of 0.2 times is the optimal coarse-graining parameter.