Several fundamental properties of DCCA cross-correlation coefficient

X Zhao, P Shang, J Huang - Fractals, 2017 - World Scientific
The (detrended cross-correlation analysis) DCCA cross-correlation coefficient was proposed
to measure the level of long-range cross-correlations between two non-stationary time …

Robustness of detrended cross-correlation analysis method under outliers observations

Z Dhifaoui - Fluctuation and Noise Letters, 2022 - World Scientific
The computation of the bivariate Hurst exponent constitutes an important technique to test
the power-law cross-correlation of time series. For this objective, the detrended cross …

Multifractal intensity in dynamical behaviors of multifractals

SK Seo, K Kim, KH Chang, JH Lee, BJ Kim… - Journal of the Korean …, 2014 - Springer
We study the dynamical behavior of multifractals in typhoons. A significant and fascinating
feature of this behavior is that it provides a proper interpretation for the pattern of a typhoon …

A new tendency correlation coefficient for bivariate time series

J Zhou, Z Hua - Rendiconti Lincei. Scienze Fisiche e Naturali, 2021 - Springer
The correlation analysis of bivariate time series is a common problem in many fields. Based
on the analysis of the changing range and the changing direction between any two time …

O potencial do método ρDCCA nas ciências da saúde: uma revisão integrativa com foco na Dengue

JB de Oliveira, CAL Cardoso - DELOS: Desarrollo Local …, 2024 - ojs.revistadelos.com
Introdução: Doenças, incluindo doenças tropicais negligenciadas, representam um
problema significativo para a saúde pública em todo o mundo, sendo a dengue uma grande …

中国和巴西港口拥塞指数多重分形研究

林国龙, 马理博, 张辰彦, 何红弟 - 重庆交通大学学报(自然科学版), 2016 - xbzk.cqjtu.edu.cn
运用多重分形消除趋势波动分析法(MF DFA) 与多重分形消除趋势波动交叉相关分析法(MF
DCCA) 对全球港口拥塞指数的中国港口ETA (Estimated Time of Arrival) 海岬型船与巴西港口 …

Effect of outliers and non-consecutive data points on the detrended cross-correlation analysis

G Lim, S Min - Journal of the Korean Physical Society, 2018 - Springer
In this paper, we investigate the robustness of the well-known DCCA (detrended cross-
correlation analysis) methodology and give a qualitative analysis result. Due to the non …

[PDF][PDF] Statistical Pr Meteorological

G Lim - 2016 - ijasm.org
Most meteorological time series are long auto-correlated and cross-correlated. Due to the
pres highly periodic trends, these correlations are di quantify and, very often, spurious …

[引用][C] Dynamical characteristics in time series between PM10 and wind speed

DD Kang, DI Lee, JW Jung, K Kim - Proceedings of the international conference on …, 2013

[引用][C] Dynamical mechanism in time series of particulate matters

D Du Kang, DI Lee, K Kim, JW Jung