Fractal Time Series Analysis of Social Network Activities
Lyudmyla Kirichenko, Vitalii Bulakh, Tamara Radivilova
TL;DR
This paper investigates the fractal and correlation properties of Bitcoin price and social network activity time series, revealing significant correlations and multifractal structures that suggest complex underlying dynamics.
Contribution
It introduces a comparative analysis of correlation and fractal properties of Bitcoin prices and social activities, highlighting their multifractal nature and interdependence.
Findings
Significant correlation between Bitcoin rate and community activities.
Presence of self-similar and multifractal properties in the time series.
Series with strong correlation share similar multifractal structures.
Abstract
In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate and the community activities was detected. Time series fractal analysis indicated the presence of self-similar and multifractal properties. The results of researches showed that the series having a strong correlation dependence have a similar multifractal structure.
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Taxonomy
TopicsComplex Systems and Time Series Analysis · Complex Network Analysis Techniques