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Coupled Map Lattice based Homeostatic Complex Systems : 결합 지도 격자 기반 항상성 복잡계

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dc.contributor.advisorRobert Ian Mckay-
dc.contributor.author다라니-
dc.date.accessioned2017-07-13T07:02:19Z-
dc.date.available2017-07-13T07:02:19Z-
dc.date.issued2014-02-
dc.identifier.other000000017362-
dc.identifier.urihttps://hdl.handle.net/10371/118974-
dc.description학위논문 (박사)-- 서울대학교 대학원 : 전기·컴퓨터공학부, 2014. 2. Robert Ian Mckay.-
dc.description.abstractHomeostasis is the ability to regulate the essential variables of a complex system within a viability zone in the face of perturbations. It is a core complexity phenomenon for understanding real or artificial life. In this thesis, we explore the interplay betweennonlinear system dynamics and complex topologies in such homeostatic (self-regulating) systems.

We investigate the self-causing nature of homeostasis in artificial and real-world complex systems. We analyse planetary and ecological homeostasis using daisyworld system – a cybernetic proof of Gaia hypothesis and apply those principles to demonstrate the social homeostasis in stock market. We reconstruct the formulations of the original daisyworld based on Coupled Map Lattice (CML) which enable us to investigate a wide range of rich features of complex systems covering different arenas such as system science, nonlinear science and network science.

Our study reveals that daisyworld is a self-oganizing system and a reaction-diffusion (activator-inhibitor) system exhibiting an array of fascinating pattern formations – complex patterns, Turing-like structures, cyclic patterns, random patterns and uniform dispersed patterns for different parameter settings. The phenomenon governing the self-organizing pattern formation in our system is observed in biological systems (schooling of fish, animal coat formation, etc.) as well as in non-living systems (Turings reaction-diffusion system, Belousov-Zhabotinsky reaction, B ́nard convection, etc.).

We incorporate evolutionary interactions in our system via replicator-mutator mechanisms. The results underline the importance of balance between ecosystem feedback and ecosystem disturbance in generating spatially coexistence of domains of dominance among the original daisies and their mutants and adaptants.

We inspect our system based on small-world graphs (complex topologies) embodying realistic couplings via the Watts-Strogatz (WS), Newman-Watts models and Smallest-world (SW) models. We examine our system on an adaptive topology (adding connections with more realistic mechanisms) where there exists a feedback between the local dynamics and the topology. We introduce scale-freeness into our system with high clustering.We thus perturb our system through system parameters, system topologies and evolutionary changes. In all scenarios, our system self-regulates the environment and thus life persists, and thereby demonstrating robustness. We also introduce metrics Morans I
and permutation entropy to measure the spatio-temporal dynamics of the system.

Our remarkable finding is that by applying the dynamical linking mechanisms to our system on regular lattice can self-organise to a lattice with small-world phenomenon. We observe completely coherent (homogeneous) short-lived cyclical dominance even with a small fraction of long-range couplings in complex and adaptive topologies. This apparent behaviour is seen in social, political and economical realms.

Our system yields profound insights and implications, from which we derive an analogy with stock market. Based on an Ecosystem Approach, we analyse the feedback between market sentiment and stock price. We collect $APPL tweets from twitter and stock datafrom Yahoo finance and demonstrate their homeostatic nature. We
compare stock market with other social homeostatic systems in nature such as termite colonies. Thus our study on self-causing systems helps both in understanding existing self-regulating systems and in modelling new artificial homeostatic system.
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dc.description.tableofcontentsContents
List of Figures
List of Tables

1 Introduction 1
1.1 Homeostatic Complex Systems . . . . . . . . . . . 2
1.2 Daisyworld . . . . . . . . . . . . . . . . . . . . 3
1.3 Limitations of Daisyworld Models . . . . . . . . . 4
1.4 Motivation . . . . . . . . . . ... . . . . . . . . 4
1.5 Inspirations from Nature . . . . . . . . . . . . . 5
1.6 Contribution . . . . . . . . . . . . . . . . . . . 5
1.6.1 Incorporation of Complex Spatio-temporal Dynamics 6
1.6.2 Demonstration as Complex Systems . . . . . . . . 7
1.6.3 Incorporation of Evolutionary Mechanisms .. . . . 8
1.6.4 Introduction of Spatio-temporal Quantification . 9
1.6.5 Incorporation of Complex and Adaptive Topological Properties . . . . . . . . . . . . . .9
1.6.6 Applications (Demonstration of Social Homeostasis in Stock Market) . . . . . . . . . . . . . 11
1.7 Outline . .. . . . . . . . . . . . . . . . . 11
2 Background
2.1 Complexity Science : A Means to Understanding Complex Systems . . . . . . . . . . . . . . . . . . 13
2.1.1 Systems Thinking . . . . . . . . . . . . . . . 14
2.1.2 Nonlinear Thinking . . . . . . . . . . . . . . 19
2.1.3 Network Thinking . . . . . . . . . . . . . . . 20
2.1.4 Collective Behaviour . . . . . . . . . . . . . 25
2.1.5 Pattern Formation .. . . . . . . . . . . . . . 26
2.2 Modelling Tools . . . . . . . . . . . . . . .. . 28
2.2.1 Daisyworld Model (Life-Environment Bidirectional Feedback Model) . . . . . . . . . . . . . . . . . . 28
2.2.2 Logistic Growth Model (Verhulst Model) . . .. 32
2.2.3 Replicator Mutator Model . . . . . . . . . .. 34
2.2.4 Neighbourhood Models . . . . . . . . . . . . 34
2.2.5 Diffusion Models . . . . . . . . . . . . . . 35
2.2.6 Spatio-temporal Model – Coupled Map Lattice (CML)35
2.2.7 Graph (Network) Models . .. . . . . .. . . . . 37
2.3 Quantification of Spatio-Temporal Dynamics . . . 42
2.3.1 Permutation Entropy (PE): . . . . . .. . . . . 42
2.3.2 Morans I (MI): . . . . . . . . . . . . . . . 43
3 Homeostatic Complex System based on Daisyworld Modelling 45
3.1 Reconstructed Core Daisyworld Model . . . . . . 46
3.1.1 Solar Insolation . . . . . . . . . . . . . . . 50
3.1.2 Albedo . . . . . . . . . . . . . . . . . . . . 50
3.1.3 Growth . . . . . . . . . . . . . . . . . . . . 50
3.1.4 Temperature . . .. . . . . . . . . . . . . . . 51
3.1.5 Population Size .. . . . . . . . . . . . . . . 51
3.2 Limiting Similarity (Temperature Overlap) . .. . 52
3.3 Incorporation of Complex Topological Properties 54
3.4 Experimental Setup . . . . . . . . . . . . . . . 55
3.4.1 Parameter Settings . . . . . . . . . . . . . .55
3.4.2 Initializations . . . . . . . . . . . . . .. . 56
3.4.3 Visualisations . . . . . . . . . . . . . . . . 56
4 Daisyworld with Local Couplings
4.1 Self-Organizing Spatio-temporal Patterns 57
4.1.1 Variable Parameter Settings . . . . . . . . . . 58
4.1.2 Self-organized Complex Pattern . . . . . . . . 58
4.1.3 Turing-like Structure . . . . . . . . .. . . .. 59
4.1.4 Cyclical Pattern . . . . . . . . . . . . . . .. 60
4.1.5 Random Pattern . . . . . . . . . . . . . . . . 61
4.1.6 Dispersed Pattern . . . . . . . . . . . . . . . 62
4.1.7 Discussion . . . . . . . . . . . . . . . . . . 62
4.1.8 Summary . . . . . . . . . . . . . . . . . . . . 65
4.2 Locally Chaotic and Globally Stable Dynamics (Temporal Fluctuations and Spatial Stability)
4.2.2 Spatial Stability . . . . . . . . . . . . . . . 70
4.2.2 Temporal Fluctuations . . . . . . . . . . . . . 71
4.2.3 Summary . . . . . . . . . . . . . . . . . . . . 72
4.3 Homeostasis with Evolutionary Dynamics .. . . . . 73
4.3.1 Modification to Core Model . . . . . . . . . . 77
4.3.2 Variable Parameter Settings . . . . .. . . . . 80
4.3.3 Baseline Scenario: No Mutation . . . . . . . . 81
4.3.4 Phenotypic Variability – Mutation . . . . . . . 85
4.3.5 Adaptation – Exploring New Environments . . . . 90
4.3.6 Summary . . . . . . . . . . . . . . . . . . . . 94
4.4 Quantification of the Daisyworld Model . . . . . . 95
4.4.1 Statistical Measures and Spatio-Temporal Dynamics . . 95
4.4.2 Parameter Space Analysis of the Daisyworld Model . . . 97
5 Daisyworld with Complex Couplings. . . . . . . . . .99
5.1 Variable Parameter Settings . . . . . . . . . ....99
5.2 Benchmark Graph Models . . . . . . . . . . . . . 100
5.2.1 Degree Distribution of Benchmark Models . . . 100
5.2.2 Regular Graph . . . . . . . . .. . . . . 101
5.2.3 Random Graph . . . . . . . . . . . . . . . . . 102
5.2.4 Fully Connected Graph . . . . . . . . . . . . 102
5.3 Small-world Phenomenon . . . . . . . . . . . . . 103
5.3.1 Indentifying the Small-world Regime .. . . . . 105
5.3.2 Degree Distribution of Small-world Models . .. 105
5.3.3 Daisyworld with Static Local and Non-local Couplings . 107
5.3.4 Possible Critical Point of Phase Change . . . 111
5.3.5 Topology and Criticality . . . . . . . . . . . 113
5.3.6 Without Life-Environment Feedback . . . . . . 116
5.3.7 Summary . . . . . . . . . . . . . . . . . . . 117
5.4 Adaptive Couplings . . . . . . . . . . . . . . . 118
5.4.1 Daisyworld with Dynamic Local and Non-local Couplings ...............119
5.4.2 Topological Properties of NW-CML and Adaptive CML 120
5.4.3 Topological Evolution . . . . . . . . . . . . 122
5.4.4 Summary . . . . . .. . . .. . . . . . . . . . 125

5.5 Scale-freeness . . . . . . . . . . . . . . . . . 125
5.5.1 Degree Distribution of Scale-free Graph . . . 126
5.5.2 Daisyworld with Hubs . . . . . ... . . . . . . 126
5.5.3 Summary . . . . . . . . . . . . . . . . .. . . 127

5.6 Behaviour Study . . .. . . . . . . . . . . . . . 127
5.6.1 Daisyworld Behaviour in Complex and Adaptive Topologies . . . . . . . . . . . . . . . . . . . . . 127
5.6.2 Social Collective Behaviour .. . . . . . . . . 128
5.6.3 Analogies with Popular Metaphors . ... . . . . 129
5.6.4 A Comparative Study . . . . . . . .. . . . . . 129

6 Applications – Demonstration of Social Homeostasis in Stock Market 139
6.1 Introduction . . . . . . . . . . . . . . . . . . 139
6.2 Daisyworld - Stock Market Analogy . . . . . . . 140
6.2.1 Daisyworld Behaviour . . . . . . . . . . . . . 141
6.2.2 Stock Market Behaviour . . . . . . . . . . . . 141
6.2.3 Comparison of Behaviours – An Ecosystem Approach . 142
6.3 Background . . . . . . . . . . . . . . . . . . . 142
6.3.1 Sentiment Analysis and Microblogging Services . 142
6.3.2 Supervised Classification . . . . . . . . . . . 143
6.3.3 Twitter API . . . . . . . . . . . . . . . . . 145
6.4 Sentiment Analysis on Apple ($AAPL) Stock Market Tweets . 145
6.4.1 Data Collection . . . .. . . . . . . . . . . . 145
6.4.2 Tweet Text Pre-Processing . . . . . . . . . . 146
6.4.3 Training the Classifier . . . . . . . . . . . 147
6.4.4 Sentiment Score . . . . . . . . . . . . . . . 148
6.5 Demonstration of Social Homeostasis . . . . . . 148
6.6 Discussion . . . . . . . . . . . . .. . . . . . . 149
6.6.1 Social Mood Trends - A Psychological Perspective . . . 149
6.6.2 Stock Market - A Termite Colony . . . . . . . . 150
6.7 Summary . . . . . . . . . . . . . . . . . . . . . 151

7 Conclusion 153
7.1 Summary . . . . . . . . . . . . . . . . . . . 153
7.2 Conclusion. . . . . . . . . . . .. . . . . . 156
7.3 Future Directions . . . . . . . .. . . . . . 156

Bibliography 159
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dc.formatapplication/pdf-
dc.format.extent12972690 bytes-
dc.format.mediumapplication/pdf-
dc.language.isoen-
dc.publisher서울대학교 대학원-
dc.subjectcomplex systems-
dc.subjectsystem thinking-
dc.subjectnonlinear thinking-
dc.subjectnetwork thinking-
dc.subjectcollective dynamics-
dc.subjectpattern formation-
dc.subjectself-organization-
dc.subjectemergence-
dc.subjectreaction-diffusion system-
dc.subjectTuring instabilities-
dc.subjectactivator-inhibitor system-
dc.subjectMoore neighbourhood-
dc.subjectLaplacian diffusion-
dc.subjectlogistic growth model (Verhulst model)-
dc.subjectchaos-
dc.subjectbifurcation-
dc.subjectattractors-
dc.subjectCoupled Map Lattice (CML)-
dc.subjectGaia hypothesis-
dc.subjectdaisyworld-
dc.subjecthomeostasis-
dc.subjectcybernetics-
dc.subjectfeedbacks-
dc.subjectgraph theory-
dc.subjectsmall-world network-
dc.subjectsmall-world phenomena-
dc.subjectWatts-Strogatz-
dc.subjectNewman-Watts-
dc.subjectSmallest-world-
dc.subjectadaptive network-
dc.subjectscale-free network-
dc.subjectdegree distribution-
dc.subjectPoisson distribution-
dc.subjectpower law distribution-
dc.subjectlong-fat-tail distribution-
dc.subjectclustering coefficient-
dc.subjectcharacteristic path length-
dc.subjectproximity ratio-
dc.subjectphase transition and critical phenomenon-
dc.subjectMoran’s I-
dc.subjectpermutation entropy-
dc.subjectreplicator-mutator mechanisms-
dc.subjectsentiment analysis-
dc.subjectmachine learning-
dc.subjectNaive Bayes-
dc.subjectSupport Vector Machine-
dc.subjectGranger causality-
dc.subjectEngle–Granger two-step method-
dc.subjectPhillips–Ouliaris cointegration test-
dc.subject.ddc621-
dc.titleCoupled Map Lattice based Homeostatic Complex Systems-
dc.title.alternative결합 지도 격자 기반 항상성 복잡계-
dc.typeThesis-
dc.contributor.AlternativeAuthorDharani Puntihan-
dc.description.degreeDoctor-
dc.citation.pages193-
dc.contributor.affiliation공과대학 전기·컴퓨터공학부-
dc.date.awarded2014-02-
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