Pregled bibliografske jedinice broj: 331309
Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series
Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series // Physical Review Letters, 100 (2008), 084102-1 doi:10.1103/PhysRevLett.100.084102 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 331309 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series
Autori
Podobnik, Boris ; Stanley, H. Eugene
Izvornik
Physical Review Letters (0031-9007) 100
(2008);
084102-1
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
stohactic; detrended cross-correlation analysis
Sažetak
Here we propose a new method, detrended cross-correlation analysis, which is a generalization of detrended fluctuation analysis and is based on detrended covariance, This method is designed to investigate power-law cross-correlations between different simultaneously-recorded time series in the presence of nonstationarity. We illustrate the method by selected examples from physics, physiology, and finance.
Izvorni jezik
Engleski
Znanstvena područja
Fizika, Ekonomija
POVEZANOST RADA
Projekti:
114-0352827-1370 - Istraživanje dugodosežnih korelacija i stohastično modeliranje na nivou stanice
Ustanove:
Građevinski fakultet, Rijeka,
Zagrebačka škola ekonomije i managementa, Zagreb
Profili:
Boris Podobnik
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
- MEDLINE
