Abstract: This paper proposes a novel method for the parameter optimization of complex networks established through coarsening and phase space reconstruction. Firstly, we identify the change-points of the time series based on the cumulative sum ( CUSUM) control chart method. Then, 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 point. Finally, we conduct a simulation analysis based on real-time data of Chinese copper spot prices. The 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 3. The 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.

Key words: complex network, change-point, coarse-graining, embedding dimension