Statistical properties of fluctuations of time series representing appearances of words in nationwide blog data and their applications: An example of modeling fluctuation scalings of nonstationary time series

Author

Watanabe, Hayafumi and Sano, Yukie and Takayasu, Hideki and Takayasu, Misako

Abstract

To elucidate the nontrivial empirical statistical properties of fluctuations of a typical nonsteady time series representing the appearance of words in blogs, we investigated approximately 3×109 Japanese blog articles over a period of six years and analyze some corresponding mathematical models. First, we introduce a solvable nonsteady extension of the random diffusion model, which can be deduced by modeling the behavior of heterogeneous random bloggers. Next, we deduce theoretical expressions for both the temporal and ensemble fluctuation scalings of this model, and demonstrate that these expressions can reproduce all empirical scalings over eight orders of magnitude. Furthermore, we show that the model can reproduce other statistical properties of time series representing the appearance of words in blogs, such as functional forms of the probability density and correlations in the total number of blogs. As an application, we quantify the abnormality of special nationwide events by measuring the fluctuation scalings of 1771 basic adjectives.