电子商务中人类活动的标度行为实证研究

董宇蔚; 蔡世民; 尚明生

doi:10.7498/aps.62.028901

摘要

应用去趋势波动分析法, 对电子商务中人类网上购物行为进行研究, 首次探讨了人类浏览及购买行为时间序列(数量波动)标度律. 首先, 研究发现人类网上购物行为呈现出明显的周期性, 其时间序列的概率密度函数具有显著的双模态特征. 其次, 利用傅里叶变换方法分析浏览以及购买行为时间序列的功率谱, 发现其演化过程不同于无关联的泊松过程. 最后, 基于功率谱过滤周期性趋势的影响, 对去除周期趋势后的浏览和购买行为时间序列进行去趋势波动分析, 发现其标度行为表明其具有较强的长程关联特性, 且平均标度值近似为1, 表明其具有自组织临界性. 实证研究结果与其他领域如因特网交通流和金融市场价格波动的标度行为相似, 有助于理解人类活动如何影响电子商务系统演化和提高在线商务活动效率, 对分析电子商务中人类行为活动的机制和预测其波动趋势具有重要的启示作用.

关键词:

Abstract

The detrended fluctuation analysis (DFA) method is used to analyze the human on-line activities in e-commerce. We comprehensively investigate the scale laws of browse and purchase behaviors, which have received little attention before. The time series of browse and purchase behaviors each obviously show a periodical character, and their probability density distributions each have a significant bimodal form. Based on the Fourier transform method, the power spectra of time series indicate that each of them obeys a stochastic process with a long-range self-similar feature (i.e., deviation far from the Poisson process). After identifying and filtering the influence of periodic trend based on power spectra, the detrended fluctuation analysis is used to study the scaling law of time series. Several interesting results can be found that their scaling behaviors on small and large scales show similar values that confirm the long-range correlations rooting in the time series of human on-line activities, and their average scaling exponent approximately equaling 1 suggests that the human online activity may be associated with a self-organized criticality. Although the empirical results are only the observed phenomena like those found in the Internet traffic and stock price fluctuation of financial market, we still think that they may provide an important insight to deeply understand the mechanism of human dynamic behaviors in e-commerce and predict their fluctuation trend for the potential business application.

Keywords:

作者及机构信息

1.
百分点推荐技术研究中心, 电子科技大学计算机科学与工程学院, 成都 611731;

2.
信息经济研究所, 杭州师范大学阿里巴巴商学院, 杭州 310036

基金项目: 国家自然科学基金(批准号: 60973069, 61073099, 61004102)、和国家自然科学基金重大研究计划(批准号: 90924011)和中央高校基本科研业务费专项基金(批准号: ZYGX2012J075)资助的课题.

Authors and contacts

1.
School of Computer Science and Engineering, University of Electronic Science and Technology of China, Chengdu 611731, China;

2.
Institute of Information Economy, Hangzhou Normal University, Hangzhou 310036, China

Funds: Project supported by the National Natural Science Foundation of China (Grant Nos. 60973069, 61073099, 61004102), the Major Research Plan of the National Natural Science Foundation of China (Grant No. 90924011), and the Fundamental Research Funds for the Central Universities (Grant No. ZYGX2012J075).

参考文献

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[4]	Shang M S, Chen G X, Dai S X, Wang B H, Zhou T 2010 Chin. Phys. Lett. 27 048701
[5]	Plerou V, Gopikrishnan P, Amaral L A N, Gabaix X, Stanley H E 2000 Phys. Rev. E 62 R3023
[6]	Jiang Z Q, Chen W, Zhou W X 2008 Physica A 387 5818
[7]	Dezsö Z, Almaas E, Lukács A, Rácz B, Szakadát I, Barabási A L 2006 Phys. Rev. E 73 066132
[8]	Goncalves B, Ramasco J J 2008Phys. Rev. E 78 026123
[9]	Zhou T, Kiet H A T, Kim B J, Wang B H, Holme P 2008 Euro. Phys. Lett. 82 28002
[10]	Hu H B, Han D Y 2008 Physica A 387 5916
[11]	Zhao Z D, Xia H, Shang M S, Zhou T 2011Chin. Phys. Lett. 28 068901
[12]	Gong K, Tang M, Shang M S, Zhou T 2012 Acta Phys. Sin. 61 098901 (in Chinese) [龚凯, 唐明, 尚明生, 周涛 2012 61 098901]
[13]	Henderson T, Bhatti S 2001 Proceedings of the Ninth ACM International Conference on Multimedia Canada, September 30-October 5, 2001 p212
[14]	Shang M S, L L Y, Zhang Y C, Zhou T 2010 Euro. Phys. Lett. 90 48006
[15]	Takayasu M, Takayasu H, Takamitsu S 1996 Physica A 233 824
[16]	Ivanov P C, Amaral L A N, Goldberger A L, Havlin S, Rosenblum M G, Stanley H E, Struzik Z R 2001 Chaos 11 641
[17]	AblowitzM J, Kaup D J, Newell A C, Segur H 1974 Stud. Appl. Math. 53 249
[18]	Deeming T J 1975 Astrophys. Space Sci. 36 137
[19]	Cai S M, Zhou P L, Yang H J, Yang C X, Wang B H, Zhou T 2006 Chin. Phys. Lett. 23 754.
[20]	Kantelhardt J W, Koscielny-Bunde E, Rego H H A, Havlin S, Bunde A 2001 Physica A 295 441
[21]	Chianca C V, Ticona A, Penna T J P 2005 Physica A 357 447
[22]	Yang P, Ho W, Feng G L 2008 Acta Phys. Sin. 57 3333 (in Chinese) [杨萍, 候威, 封国林 2008 57 3333]
[23]	He W P, Wu Q, Zhang W, Wang Q G, Zhang Y 2009 Acta Phys. Sin. 58 2862 (in Chinese) [何文平, 吴琼, 张文, 王启光, 张勇 2009 58 2862]
[24]	Wu J J, Xu S Y, Sun H J 2011 Acta Phys. Sin. 60 019502 (in Chinese) [吴建军, 徐尚义, 孙会君 2011 60 019502]
[25]	Peng C K, Mietus J, Hausdorff J M, Havlin S, Stanley H E, Goldberger A L 1993 Phys. Rev. Lett. 70 1343
[26]	Peng C K, Buldyrev S V, Havlin S, Simons M, Stanley H E, Goldberger A L 1994 Phys. Rev. E 49 1685
[27]	Hu K, Ivanov P C, Chen Z, Carpena P, Stanley H E 2001 Phys. Rev. E 64 011114
[28]	Chen Z, Ivanov P C, Hu K, Stanley H E 2002 Phys. Rev. E 65 041107

施引文献

[1]	Barabási A L 2005 Nature 435 207
[2]	Oliveira J G, Barabási A L 2005 Nature 437 1251
[3]	Han X P, Zhou T, Wang B H 2008 New J. Phys. 10 703010
[4]	Shang M S, Chen G X, Dai S X, Wang B H, Zhou T 2010 Chin. Phys. Lett. 27 048701
[5]	Plerou V, Gopikrishnan P, Amaral L A N, Gabaix X, Stanley H E 2000 Phys. Rev. E 62 R3023
[6]	Jiang Z Q, Chen W, Zhou W X 2008 Physica A 387 5818
[7]	Dezsö Z, Almaas E, Lukács A, Rácz B, Szakadát I, Barabási A L 2006 Phys. Rev. E 73 066132
[8]	Goncalves B, Ramasco J J 2008Phys. Rev. E 78 026123
[9]	Zhou T, Kiet H A T, Kim B J, Wang B H, Holme P 2008 Euro. Phys. Lett. 82 28002
[10]	Hu H B, Han D Y 2008 Physica A 387 5916
[11]	Zhao Z D, Xia H, Shang M S, Zhou T 2011Chin. Phys. Lett. 28 068901
[12]	Gong K, Tang M, Shang M S, Zhou T 2012 Acta Phys. Sin. 61 098901 (in Chinese) [龚凯, 唐明, 尚明生, 周涛 2012 61 098901]
[13]	Henderson T, Bhatti S 2001 Proceedings of the Ninth ACM International Conference on Multimedia Canada, September 30-October 5, 2001 p212
[14]	Shang M S, L L Y, Zhang Y C, Zhou T 2010 Euro. Phys. Lett. 90 48006
[15]	Takayasu M, Takayasu H, Takamitsu S 1996 Physica A 233 824
[16]	Ivanov P C, Amaral L A N, Goldberger A L, Havlin S, Rosenblum M G, Stanley H E, Struzik Z R 2001 Chaos 11 641
[17]	AblowitzM J, Kaup D J, Newell A C, Segur H 1974 Stud. Appl. Math. 53 249
[18]	Deeming T J 1975 Astrophys. Space Sci. 36 137
[19]	Cai S M, Zhou P L, Yang H J, Yang C X, Wang B H, Zhou T 2006 Chin. Phys. Lett. 23 754.
[20]	Kantelhardt J W, Koscielny-Bunde E, Rego H H A, Havlin S, Bunde A 2001 Physica A 295 441
[21]	Chianca C V, Ticona A, Penna T J P 2005 Physica A 357 447
[22]	Yang P, Ho W, Feng G L 2008 Acta Phys. Sin. 57 3333 (in Chinese) [杨萍, 候威, 封国林 2008 57 3333]
[23]	He W P, Wu Q, Zhang W, Wang Q G, Zhang Y 2009 Acta Phys. Sin. 58 2862 (in Chinese) [何文平, 吴琼, 张文, 王启光, 张勇 2009 58 2862]
[24]	Wu J J, Xu S Y, Sun H J 2011 Acta Phys. Sin. 60 019502 (in Chinese) [吴建军, 徐尚义, 孙会君 2011 60 019502]
[25]	Peng C K, Mietus J, Hausdorff J M, Havlin S, Stanley H E, Goldberger A L 1993 Phys. Rev. Lett. 70 1343
[26]	Peng C K, Buldyrev S V, Havlin S, Simons M, Stanley H E, Goldberger A L 1994 Phys. Rev. E 49 1685
[27]	Hu K, Ivanov P C, Chen Z, Carpena P, Stanley H E 2001 Phys. Rev. E 64 011114
[28]	Chen Z, Ivanov P C, Hu K, Stanley H E 2002 Phys. Rev. E 65 041107

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