Abstract
We propose a data-driven stochastic method that allows the simulation of a complex system's long-term evolution. Given a large amount of historical data on trajectories in a multi-dimensional phase space, our method simulates the time evolution of a system based on a random selection of partial trajectories in the data without detailed knowledge of the system dynamics. We apply this method to a large data set of time evolution of approximately one million business firms for a quarter century. Accordingly, from simulations starting from arbitrary initial conditions, we obtain a stationary distribution in three-dimensional log-size phase space, which satisfies the allometric scaling laws of three variables. Furthermore, universal distributions of fluctuation around the scaling relations are consistent with the empirical data.
Original language | English |
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Article number | 064304 |
Journal | Physical Review E |
Volume | 106 |
Issue number | 6 |
DOIs | |
State | Published - Dec 2022 |
Bibliographical note
Publisher Copyright:© 2022 authors. Published by the American Physical Society. Published by the American Physical Society under the terms of the Creative Commons Attribution 4.0 International license. Further distribution of this work must maintain attribution to the author(s) and the published article's title, journal citation, and DOI.
Funding
The authors thank Teikoku Databank, Ltd., Center for TDB Advanced Data Analysis and Modeling, for providing data and financial support. This work is partially supported by the Grant-in-Aid for Scientific Research (B), Grant No. 26310207 and JST, Strategic International Collaborative Research Program (SICORP) on the topic of “ICT for a Resilient Society” by Japan and Israel, and by Japan Ministry of Education, Culture, Sports, Science and Technology as “Exploratory Challenges on Post-K computer (Study on multilayered multiscale spacetime simulations for social and economical phenomena).” M.T. directed the project. Y.K., H.T., and S.H. developed the simulation method. Y.K. compiled the data and generated the plots and diagrams. All authors contributed in writing the paper.
Funders | Funder number |
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Japan and Israel | |
Resilient Society | |
Teikoku Databank, Ltd. | 26310207 |
Ministry of Education, Culture, Sports, Science and Technology | |
Japan Science and Technology Agency |