Hurst analysis of dynamic networks

Abstract

The sequence of network snapshots with time stamps is an effective tool for describing system dynamics. First, this article constructs a multifractal analysis of a snapshot network, in which the Hurst integral is used to describe the fractal structure hidden in structural dynamics. Second, we adjusted the network model and conducted comparative analysis to clarify the meaning of the Hurst exponent and found that the snapshot network usually includes multiple fractal structures, such as local and global fractal structures. Finally, we discussed the fractal structure of two real network datasets. We found that the real snapshot network also includes rich dynamics, which can be distinguished by the Hurst exponent. In particular, the dynamics of financial networks includes multifractal structures. This article provides a perspective to study the dynamic networks, thereby indirectly describing the fractal characteristics of complex system dynamics.