英文标题:
《Detecting spatial homogeneity in the world trade web with Detrended
Fluctuation Analysis》
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作者:
Riccardo Chiarucci, Franco Ruzzenenti, Maria I. Loffredo
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最新提交年份:
2013
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英文摘要:
In a spatially embedded network, that is a network where nodes can be uniquely determined in a system of coordinates, links\' weights might be affected by metric distances coupling every pair of nodes (dyads). In order to assess to what extent metric distances affect relationships (link\'s weights) in a spatially embedded network, we propose a methodology based on DFA (Detrended Fluctuation Analysis). DFA is a well developed methodology to evaluate autocorrelations and estimate long-range behaviour in time series. We argue it can be further extended to spatially ordered series in order to assess autocorrelations in values. A scaling exponent of 0.5 (uncorrelated data) would thereby signal a perfect homogeneous space embedding the network. We apply the proposed methodology to the World Trade Web (WTW) during the years 1949-2000 and we find, in some contrast with predictions of gravity models, a declining influence of distances on trading relationships.
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中文摘要:
在空间嵌入式网络中,即节点可以在坐标系中唯一确定的网络中,链路的权重可能会受到耦合每对节点的度量距离(二元数)的影响。为了评估度量距离在多大程度上影响空间嵌入网络中的关系(链路权重),我们提出了一种基于DFA(去趋势波动分析)的方法。DFA是一种成熟的方法,用于评估时间序列中的自相关性和估计长期行为。我们认为它可以进一步扩展到空间有序序列,以评估值的自相关。因此,标度指数为0.5(不相关数据)将表示网络中存在完美的均匀空间。我们在1949-2000年间将所提出的方法应用于世界贸易网(WTW),我们发现,与引力模型的预测相比,距离对贸易关系的影响在下降。
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分类信息:
一级分类:Physics 物理学
二级分类:Data Analysis, Statistics and Probability
数据分析、统计与概率
分类描述:Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件:数据处理与存储;测量方法;统计和数学方面,如参数化和不确定性。
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一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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