Human dynamics scaling characteristics for aerial inbound logistics operation

In recent years, the study of power-law scaling characteristics of real-life networks has attracted much interest from scholars; it deviates from the Poisson process. In this paper, we take the whole process of aerial inbound operation in a logistics company as the empirical object. The main aim of this work is to study the statistical scaling characteristics of the task-restricted work patterns. We found that the statistical variables have the scaling characteristics of unimodal distribution with a power-law tail in five statistical distributions — that is to say, there obviously exists a peak in each distribution, the shape of the left part closes to a Poisson distribution, and the right part has a heavy-tailed scaling statistics. Furthermore, to our surprise, there is only one distribution where the right parts can be approximated by the power-law form with exponent α=1.50. Others are bigger than 1.50 (three of four are about 2.50, one of four is about 3.00). We then obtain two inferences based on these empirical results: first, the human behaviors probably both close to the Poisson statistics and power-law distributions on certain levels, and the human-computer interaction behaviors may be the most common in the logistics operational areas, even in the whole task-restricted work pattern areas. Second, the hypothesis in Vázquez et al. (2006) [A. Vázquez, J. G. Oliveira, Z. Dezsö, K.-I. Goh, I. Kondor, A.-L. Barabási. Modeling burst and heavy tails in human dynamics, Phys. Rev. E 73 (2006) 036127] is probably not sufficient; it claimed that human dynamics can be classified as two discrete university classes. There may be a new human dynamics mechanism that is different from the classical Barabási models.     

Empirical analysis on temporal statistics of human correspondence patterns

Recently, extensive empirical evidence shows that the timing of human behaviors obeys non-Possion statistics with heavy-tailed interevent time distribution. In this paper, we empirically study the correspondence pattern of a great Chinese scientist, named Hsue-Shen Tsien. Both the interevent time distribution and response time distributions deviate from the Poisson statistics, showing an approximate power-law decaying. The two power-law exponents are more or less the same (about 2.1), which strongly support the hypothesis in [A. Vázquez, J.G. Oliveira, Z. Dezsö, K.-I. Goh, I. Kondor, A.-L. Barabási, Phys. Rev. E 73 (2006) 036127] that the response time distribution of the tasks could in fact drive the interevent time distribution, and both the two distributions should decay with the same exponent. Our result is against the claim in [A. Vázquez, J.G. Oliveira, Z. Dezsö, K.-I. Goh, I. Kondor, A.-L. Barabási, Phys. Rev. E 73 (2006) 036127], which suggests the human correspondence pattern belongs to a universality class with exponent 1.5.     

Volatility clustering and scaling for financial time series due to attractor bubbling

A microscopic model of financial markets is considered, consisting of many interacting agents (spins) with global coupling and discrete-time heat bath dynamics, similar to random Ising systems. The interactions between agents change randomly in time. In the thermodynamic limit, the obtained time series of price returns show chaotic bursts resulting from the emergence of attractor bubbling or on-off intermittency, resembling the empirical financial time series with volatility clustering. For a proper choice of the model parameters, the probability distributions of returns exhibit power-law tails with scaling exponents close to the empirical ones.     

Velocity statistics distinguish quantum turbulence from classical turbulence

By analyzing trajectories of solid hydrogen tracers, we find that the distributions of velocity in decaying quantum turbulence in superfluid 4He are strongly non-Gaussian with 1/v(3) power-law tails. These features differ from the near-Gaussian statistics of homogenous and isotropic turbulence of classical fluids. We examine the dynamics of many events of reconnection between quantized vortices and show by simple scaling arguments that they produce the observed power-law tails.     

Local affinity in heterogeneous growing networks

In this paper we present a study of the influence of local affinity in heterogeneous preferential attachment (PA) networks. Heterogeneous PA models are a generalization of the Barabási-Albert model to heterogeneous networks, where the affinity between nodes biases the attachment probability of links. Threshold models are a class of heterogeneous PA models where the affinity between nodes is inversely related to the distance between their states. We propose a generalization of threshold models where network nodes have individual affinity functions, which are then combined to yield the affinity of each potential interaction. We analyze the influence of the affinity functions in the topological properties averaged over a network ensemble. The network topology is evaluated through the distributions of connectivity degrees, clustering coefficients and geodesic distances. We show that the relaxation of the criterion of a single global affinity still leads to a reasonable power-law scaling in the connectivity and clustering distributions under a wide spectrum of assumptions. We also show that the richer behavior of the model often exhibits a better agreement with the empirical observations on real networks.     

Tuning degree distributions: Departing from scale-free networks

Scale-free networks are characterized by a degree distribution with power-law behavior. Although scale-free networks have been shown to arise in many areas, ranging from the World Wide Web to transportation or social networks, degree distributions of other observed networks often differ from the power-law type. Data based investigations require modifications of the typical scale-free network.We present an algorithm that generates networks in which the shape of the degree distribution is tunable by modifying the preferential attachment step of the Barabási-Albert construction algorithm. The shape of the distribution is represented by dispersion measures such as the variance and the skewness, both of which are highly correlated with the maximal degree of the network and, therefore, adequately represents the influence of superspreaders or hubs. By combining our algorithm with work of Holme and Kim, we show how to generate networks with a variety of degree distributions and clustering coefficients.     

Importance of packing in spiral defect chaos

We develop two measures to characterize the geometry of patterns exhibited by the state of spiral defect chaos, a weakly turbulent regime of Rayleigh-Bénard convection. These describe the packing of contiguous stripes within the pattern by quantifying their length and nearest-neighbor distributions. The distributions evolve towards a unique distribution with increasing Rayleigh number that suggests power-law scaling for the dynamics in the limit of infinite system size. The techniques are generally applicable to patterns that are reducible to a binary representation.      

Avalanche dynamics of idealized neuron function in the brain on an uncorrelated random scale-free network

We study a simple model for a neuron function in a collective brain system. The neural network is composed of an uncorrelated configuration model (UCM) for eliminating the degree correlation of dynamical processes. The interaction of neurons is assumed to be isotropic and idealized. These neuron dynamics are similar to biological evolution in extremal dynamics with locally isotropic interaction but has a different time scale. The functioning of neurons takes place as punctuated patterns based on avalanche dynamics. In our model, the avalanche dynamics of neurons exhibit self-organized criticality which shows power-law behavior of the avalanche sizes. For a given network, the avalanche dynamic behavior is not changed with different degree exponents of networks, γ≥2.4 and various refractory periods referred to the memory effect, T_r. Furthermore, the avalanche size distributions exhibit power-law behavior in a single scaling region in contrast to other networks. However, return time distributions displaying spatiotemporal complexity have three characteristic time scaling regimes Thus, we find that UCM may be inefficient for holding a memory.     

Fluctuations in Wikipedia access-rate and edit-event data

Internet-based social networks often reflect extreme events in nature and society by drastic increases in user activity. We study and compare the dynamics of the two major complex processes necessary for information spread via the online encyclopedia ‘Wikipedia’, i.e., article editing (information upload) and article access (information viewing) based on article edit-event time series and (hourly) user access-rate time series for all articles. Daily and weekly activity patterns occur in addition to fluctuations and bursting activity. The bursts (i.e., significant increases in activity for an extended period of time) are characterized by a power-law distribution of durations of increases and decreases. For describing the recurrence and clustering of bursts we investigate the statistics of the return intervals between them. We find stretched exponential distributions of return intervals in access-rate time series, while edit-event time series yield simple exponential distributions. To characterize the fluctuation behavior we apply detrended fluctuation analysis (DFA), finding that most article access-rate time series are characterized by strong long-term correlations with fluctuation exponents α≈0.9$\alpha \approx 0.9$. The results indicate significant differences in the dynamics of information upload and access and help in understanding the complex process of collecting, processing, validating, and distributing information in self-organized social networks.     

Scaling in the distribution of intertrade durations of Chinese stocks

The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. A scaling pattern is observed in the distributions of intertrade durations, where the empirical density functions of the normalized intertrade durations of all 23 stocks collapse onto a single curve. The scaling pattern is also observed in the intertrade duration distributions for filled and partially filled trades and in the conditional distributions. The ensemble distributions for all stocks are modeled by the Weibull and the Tsallis q-exponential distributions. Maximum likelihood estimation shows that the Weibull distribution outperforms the q-exponential for not-too-large intertrade durations which account for more than 98.5% of the data. Alternatively, nonlinear least-squares estimation selects the q-exponential as a better model, in which the optimization is conducted on the distance between empirical and theoretical values of the logarithmic probability densities. The distribution of intertrade durations is Weibull followed by a power-law tail with an asymptotic tail exponent close to 3.     

Runaway events dominate the heavy tail of citation distributions

Statistical distributions with heavy tails are ubiquitous in natural and social phenomena. Since the entries in heavy tail have unproportional significance, the knowledge of its exact shape is very important. Citations of scientific papers form one of the best-known heavy tail distributions. Even in this case there is a considerable debate whether citation distribution follows the log-normal or power-law fit. The goal of our study is to solve this debate by measuring citation distribution for a very large and homogeneous data. We measured citation distribution for 418, 438 Physics papers published in 1980–1989 and cited by 2008. While the log-normal fit deviates too strong from the data, the discrete power-law function with the exponent γ = 3.15 does better and fits 99.955% of the data. However, the extreme tail of the distribution deviates upward even from the power-law fit and exhibits a dramatic “runaway” behavior. The onset of the runaway regime is revealed macroscopically as the paper garners 1000-1500 citations, however the microscopic measurements of autocorrelation in citation rates are able to predict this behavior in advance.     

Role of recommendation in spatial public goods games

We study the role of recommendation in a co-evolutionary public goods game in which groups can recommend their members for establishment of new relationships with individuals outside the current group according to group quality. Intriguingly, for square lattices and ER graphs there exists optimal group quality for recommendation that induces positive feedback between cooperation and recommendation. Snapshots of spatial patterns of cooperators, defectors, recommended cooperators and recommended defectors show that if group quality is appropriate for recommendation, cooperation and recommendation can simultaneously emerge. Moreover, we find that local recommendation improves cooperation more than global recommendation. As an extension, we also present results for Barabási–Albert networks. The positive effect of recommendation on cooperation for Barabási–Albert networks is independent of group quality. Our results provide an insight into the evolution of cooperation in real social systems.     

A Langevin approach to the Log–Gauss–Pareto composite statistical structure

The distribution of wealth in human populations displays a Log–Gauss–Pareto composite statistical structure: its density is Log–Gauss in its central body, and follows power-law decay in its tails. This composite statistical structure is further observed in other complex systems, and on a logarithmic scale it displays a Gauss-Exponential structure: its density is Gauss in its central body, and follows exponential decay in its tails. In this paper we establish an equilibrium Langevin explanation for this statistical phenomenon, and show that: (i) the stationary distributions of Langevin dynamics with sigmoidal force functions display a Gauss-Exponential composite statistical structure; (ii) the stationary distributions of geometric Langevin dynamics with sigmoidal force functions display a Log–Gauss–Pareto composite statistical structure. This equilibrium Langevin explanation is universal — as it is invariant with respect to the specific details of the sigmoidal force functions applied, and as it is invariant with respect to the specific statistics of the underlying noise.     

On the probability distribution of stock returns in the Mike-Farmer model

Recently, Mike and Farmer have constructed a very powerful and realistic behavioral model to mimick the dynamic process of stock price formation based on the empirical regularities of order placement and cancelation in a purely order-driven market, which can successfully reproduce the whole distribution of returns, not only the well-known power-law tails, together with several other important stylized facts. There are three key ingredients in the Mike-Farmer (MF) model: the long memory of order signs characterized by the Hurst index H_s, the distribution of relative order prices x in reference to the same best price described by a Student distribution (or Tsallis’ q-Gaussian), and the dynamics of order cancelation. They showed that different values of the Hurst index H_s and the freedom degree α_x of the Student distribution can always produce power-law tails in the return distribution f_r(r) with different tail exponent α_r. In this paper, we study the origin of the power-law tails of the return distribution f_r(r) in the MF model, based on extensive simulations with different combinations of the left part L(x) for x < 0 and the right part R(x) for x > 0 of f_x(x). We find that power-law tails appear only when L(x) has a power-law tail, no matter R(x) has a power-law tail or not. In addition, we find that the distributions of returns in the MF model at different timescales can be well modeled by the Student distributions, whose tail exponents are close to the well-known cubic law and increase with the timescale.     

Interest-Driven Model for Human Dynamics

Empirical observations indicate that the interevent time distribution of human actions exhibits heavy-tailed features. The queuing model based on task priorities is to some extent successful in explaining the origin of such heavy tails, however, it cannot explain all the temporal statistics of human behavior especially for the daily entertainments. We propose an interest-driven model, which can reproduce the power-law distribution of interevent time. The exponent can be analytically obtained and is in good accordance with the simulations. This model well explains the observed relationship between activities and power-law exponents, as reported recently for web-based behavior and the instant message communications.     

Scaling Properties of Field-Induced Superdiffusion in Continuous Time Random Walks

We consider a broad class of Continuous Time Random Walks (CTRW) with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a Lévy walk process, often used to model superdiffusive effects in inhomogeneous materials. We derive the scaling form of the probability distributions and the asymptotic properties of all its moments in the presence of a field by two powerful techniques, based on matching conditions and on the estimate of the contribution of rare events to power-law tails in a field.     

Scaling and memory in the non-Poisson process of limit order cancelation

The order submission and cancelation processes are two crucial aspects in the price formation of stocks traded in order-driven markets. We investigate the dynamics of order cancelation by studying the statistical properties of inter-cancelation durations, defined as the waiting times between consecutive order cancelations of 22 liquid stocks traded on the Shenzhen Stock Exchange of China in year 2003. Three types of cancelations are considered, including cancelation of any limit orders, of buy limit orders and of sell limit orders. We find that the distributions of the inter-cancelation durations of individual stocks can be well modeled by Weibulls for each type of cancelation, and the distributions of rescaled durations of each type of cancelations exhibit a scaling behavior for different stocks. Complex intra-day patterns are also unveiled in the inter-cancelation durations. The detrended fluctuation analysis (DFA) and the multifractal DFA show that the inter-cancelation durations possess long-term memory and multifractal nature, which are not influenced by the intra-day patterns. No clear crossover phenomenon is observed in the detrended fluctuation functions with respect to the time scale. These findings indicate that the cancelation of limit orders is a non-Poisson process, which has potential worth in the construction of order-driven market models.     

Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian motions and multifractal random walks, and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent α is a linear function of the Hurst index H of the time series. We also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. As an example, we study the visibility graphs constructed from three Chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the Hurst indexes of the indexes are close to the α∼H linear relationship.     

Time evolution of the degree distribution of model A of random attachment growing networks

For random growing networks, Barabás and Albert proposed a kind of model in Barabás et al. [Physica A 272 (1999) 173], i.e. model A. In this paper, for model A, we give the differential format of master equation of degree distribution and obtain its analytical solution. The obtained result P(k, t) is the time evolution of degree distribution. P(k, t) is composed of two terms. At given finite time, one term decays exponentially, the other reflects size effect. At infinite time, the degree distribution is the same as that of Barabás and Albert. In this paper, we also discuss the normalization of degree distribution P(k, t) in detail.