Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series.
about
Influence of Sub-Daily Variation on Multi-Fractal Detrended Fluctuation Analysis of Wind Speed Time SeriesSynchronization in human musical rhythms and mutually interacting complex systemsDetrended partial-cross-correlation analysis: a new method for analyzing correlations in complex system.Cross-correlations between volume change and price change.Long-range temporal correlations in neural narrowband time-series arise due to critical dynamicsSynchronized and mixed outbreaks of coupled recurrent epidemics.Index cohesive force analysis reveals that the US market became prone to systemic collapses since 2002Cross-correlation asymmetries and causal relationships between stock and market risk.Gene Expression Switching of Receptor Subunits in Human Brain Development.Evaluation of scaling invariance embedded in short time series.Asymmetric Lévy flight in financial ratios.A new methodology of spatial cross-correlation analysisThe effect of the underlying distribution in Hurst exponent estimationA novel way to detect correlations on multi-time scales, with temporal evolution and for multi-variables.Market Confidence Predicts Stock Price: Beyond Supply and Demand.Multifractality and Network Analysis of Phase Transition.Dynamic Portfolio Strategy Using Clustering ApproachEvolution of scaling behaviors embedded in sentence series from A Story of the Stone.Investigation on law and economics of listed companies' financing preference based on complex network theory"Intrinsic" correlations and their temporal evolutions between winter-time PNA/EPW and winter drought in the west United States.Two-dimensional matrix algorithm using detrended fluctuation analysis to distinguish Burkitt and diffuse large B-cell lymphoma.Removal of visual feedback lowers structural variability of inter-digit force coordination during sustained precision pinch.Robust Statistical Detection of Power-Law Cross-Correlation.Suppressing disease spreading by using information diffusion on multiplex networksHow high frequency trading affects a market indexMultiscale limited penetrable horizontal visibility graph for analyzing nonlinear time series.Effects of Tactile Sensitivity on Structural Variability of Digit Forces during Stable Precision GripQuantifying distinct associations on different temporal scales: comparison of DCCA and Pearson methods.Trading network predicts stock price.Detecting PM2.5's Correlations between Neighboring Cities Using a Time-Lagged Cross-Correlation Coefficient.Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations.A generalization of random matrix theory and its application to statistical physics.Scaling of seismic memory with earthquake size.A novel coefficient for detecting and quantifying asymmetry of California electricity market based on asymmetric detrended cross-correlation analysis.Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices.Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations.Generalized permutation entropy analysis based on the two-index entropic form Sq,δ.Detecting and interpreting distortions in hierarchical organization of complex time series.Contrarian behavior in a complex adaptive system.Evaluation of scale invariance in physiological signals by means of balanced estimation of diffusion entropy.
P2860
Q28602642-35CB0D9F-BD04-4371-A704-E578B62737ADQ30365592-F53558BA-0C76-4E9B-AC8B-B36693D1E532Q30886657-323C4180-E1EF-4DB8-8625-BB4E99CE1249Q33563938-4E5501DC-C95B-4CCE-ADCD-4007CD0D7A2BQ33637573-0647F226-3522-4152-9D1A-29F3AA0A2833Q33729215-96CA5E72-D6FB-4A58-BB63-C34DF339DD20Q33893831-C57BDF3B-0F7F-4EEC-9197-BB24FDC98E77Q34097564-C12DF2A3-9605-41BA-8271-3D87D53CC01EQ34504116-E9CCA59C-FA29-407F-BCBF-15114FB2D9B5Q34790229-16662B29-B210-494D-A3DF-0D0E7799BC6DQ35518671-0F0BB138-CD12-4E9E-94BE-AA1A31B9804BQ35625538-066C8E63-01C4-4D57-A4B8-D8541BF8D0AEQ35645114-AA1E6496-A3E8-4354-8685-2EB3F976EF49Q36049857-B24DA241-2BF1-4B49-8473-42721ACE19DDQ36071549-563F7218-EB0D-4251-B4B1-641641DF5529Q36255563-9D092546-EC6F-4649-8A83-9193CCE3D2CAQ36262410-ABB77644-1E0E-47F8-98FC-8252DCDD6510Q36279970-0C16926B-FA18-411F-958E-15F35BE07106Q36310544-6AF734C8-D8BB-4C05-AA6B-04CD35E785EBQ36507610-FE910B59-A3D1-4486-A96B-92BA19CF715DQ36530329-344CB657-42B9-4DA3-8A31-51ABEDEC0815Q36906358-B6539283-9DD3-464C-BEB2-9186CFF146C9Q36959505-31F1D875-7D29-4445-AEBA-28F2FC38994BQ37067785-3C785D01-80DA-4392-8553-BF5D650CBDFCQ37094370-3941106F-14D9-4B5A-8263-95AA30C2F4F4Q37348769-9C2C5DB9-128F-4BF5-A809-3A332229BD08Q37399464-60FB99AA-72E8-4C05-B6E9-618E4D73D902Q37402632-2E524AAA-5639-45F9-BE6B-6DCB6DB0EB54Q37736490-9337F89E-6F99-4524-969F-32172A0D6293Q38599027-A93DDF65-54F3-43A3-864A-9AB2927F1842Q38723963-33936641-7F0C-477C-8000-84100D846471Q38935375-E9958628-489C-4626-94F2-040DF0677143Q39548230-F2288FAE-282C-439C-9984-D37BC847F085Q39638459-7C705D53-71DE-4B74-9EFA-3C9044D4D007Q39748145-EC40B746-9738-49B8-8F9D-005FB1E5FE50Q40227922-7D2A83DF-B727-4E22-B18C-DC278456FE06Q40887388-2F01699B-2B3E-4327-BA21-DFB866E853D2Q41077038-D6F59C27-7CAE-4414-8E14-34AA3B4077C1Q44085713-9E871C10-D19A-45DB-B4E2-C23FA5BFF76CQ44720131-66AC565A-08DB-4257-A762-EC8B33795DA7
P2860
Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series.
description
2008 nî lūn-bûn
@nan
2008年の論文
@ja
2008年学术文章
@wuu
2008年学术文章
@zh
2008年学术文章
@zh-cn
2008年学术文章
@zh-hans
2008年学术文章
@zh-my
2008年学术文章
@zh-sg
2008年學術文章
@yue
2008年學術文章
@zh-hant
name
Detrended cross-correlation an ...... two nonstationary time series.
@en
Detrended cross-correlation an ...... two nonstationary time series.
@nl
type
label
Detrended cross-correlation an ...... two nonstationary time series.
@en
Detrended cross-correlation an ...... two nonstationary time series.
@nl
prefLabel
Detrended cross-correlation an ...... two nonstationary time series.
@en
Detrended cross-correlation an ...... two nonstationary time series.
@nl
P2860
P1476
Detrended cross-correlation an ...... two nonstationary time series.
@en
P2860
P304
P356
10.1103/PHYSREVLETT.100.084102
P407
P577
2008-02-27T00:00:00Z