Pregled bibliografske jedinice broj: 509947
Detrended cross-Correlation analysis for non-stationary time series with periodic trends
Detrended cross-Correlation analysis for non-stationary time series with periodic trends // Europhysics Letters, 94 (2011), 1; 18007-1 doi:10.1209/0295-5075/94/18007 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 509947 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Detrended cross-Correlation analysis for non-stationary time series with periodic trends
Autori
Horvatić, Davor ; Stanley, Eugene H. ; Podobnik Boris
Izvornik
Europhysics Letters (0295-5075) 94
(2011), 1;
18007-1
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
fluctuation phenomena; random processes; noise; and Brownian motion
Sažetak
Noisy signals in many real-world systems display long-range autocorrelations and long-range cross-correlations. Due to periodic trends, these correlations are difficult to quantify. We demonstrate that one can accurately quantify power-law cross-correlations between different simultaneously recorded time series in the presence of highly non-stationary sinusoidal and polynomial overlying trends by using the new technique of detrended cross-correlation analysis with varying order ℓ of the polynomial. To demonstrate the utility of this new method —which we call DCCA-ℓ(n), where n denotes the scale— we apply it to meteorological data.
Izvorni jezik
Engleski
Znanstvena područja
Fizika
POVEZANOST RADA
Projekti:
114-0352827-1370 - Istraživanje dugodosežnih korelacija i stohastično modeliranje na nivou stanice
119-0982930-1016 - Elementarne čestice, teorija polja i kozmologija (Picek, Ivica, MZOS ) ( CroRIS)
Ustanove:
Građevinski fakultet, Rijeka,
Prirodoslovno-matematički fakultet, Zagreb,
Zagrebačka škola ekonomije i managementa, Zagreb
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
