| Автор | Horvatic, D. |
| Автор | Stanley, H. E. |
| Автор | Podobnik, B. |
| Дата выпуска | 2011-04-01 |
| dc.description | 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. |
| Формат | application.pdf |
| Издатель | Institute of Physics Publishing |
| Копирайт | Europhysics Letters Association |
| Название | Detrended cross-correlation analysis for non-stationary time series with periodic trends |
| Тип | lett |
| DOI | 10.1209/0295-5075/94/18007 |
| Electronic ISSN | 1286-4854 |
| Print ISSN | 0295-5075 |
| Журнал | EPL (Europhysics Letters) |
| Том | 94 |
| Первая страница | 18007 |
| Последняя страница | 18012 |
| Аффилиация | Horvatic, D.; Department of Physics, Faculty of Natural Sciences, University of Zagreb - 10000 Zagreb, Croatia |
| Аффилиация | Stanley, H. E.; Center for Polymer Studies and Department of Physics, Boston University - Boston, MA 02215, USA |
| Аффилиация | Podobnik, B.; Center for Polymer Studies and Department of Physics, Boston University - Boston, MA 02215, USA; Department of Physics, Faculty of Civil Engineering, University of Rijeka - 51000 Rijeka, Croatia; Zagreb School of Economics and Management - 10000 Zagreb, Croatia |
| Выпуск | 1 |
