The Journal of China Universities of Posts and Telecommunications ›› 2023, Vol. 30 ›› Issue (6): 22-29.doi: 10.19682/j.cnki.1005-8885.2023.1014

Special Issue: 复杂网络传播与网络控制

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

Xu Xingtao, Tao Jiagui   

  1. Electric Power Research Institute, State Grid Jiangsu Electric Power Co. , Ltd. , Nanjing 210013, China
  • Received:2023-07-11 Revised:2023-10-04 Online:2023-12-28 Published:2023-12-28
  • Contact: Tao Jiagui
  • Supported by:
    This work was supported by the Science and Technology Foundation of State Grid Corporation of China ( SGCC ) (J2022116).

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