SCRN: A Complex Network Reconstruction Method Based on Multiple Time Series

摘要

Complex network reconfiguration has always been an important task in complex network research. Simple and effective complex network reconstruction methods can promote the understanding of the operation of complex systems in the real world. There are many complex systems, such as stock systems, social systems and thermal power systems. These systems generally produce correlated time series of data. Discovering the relationships among these multivariate time series is the focus of this research. This paper proposes a Spearman coefficient reconstruction network (SCRN) method based on the Spearman correlation coefficient. In the SCRN method, we select entities in the real world as the nodes of the network and determine connection weights of the network edges by calculating the Spearman correlation coefficients among nodes. In this paper, we selected a stock system and boiler equipment in a thermal power generation system to construct two complex network models. For the stock network model, we used the classic Girvan-Newman (GN) algorithm for community discovery to determine whether the proposed network topology is reasonable. For the boiler network model, we built a predictive model based on an support vector regression (SVR) model in machine learning, and we verified the rationality of the boiler model by predicting the amount of boiler steam.