Multifractal cross-correlation effects in two-variable time series of complex network vertex observables

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Cross-Correlation Dynamics in Financial Time Series

The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical results for the S&P 500 and the Dow Jones Euro Stoxx 50 indices reveal that the dynamics of the small eigenvalues of the cross-correlation matrix, over these time windows, oppose those of the largest eigenvalue. ...

متن کامل

Fractal and Multifractal Time Series

5 Methods for Non-Stationary Fractal Time-Series Analysis 15 5.1 Wavelet Analysis . . . . . . . . . . . . . . . . . . . . . . . . . 15 5.2 Discrete Wavelet Transform (WT) Approach . . . . . . . . . . 16 5.3 Detrended Fluctuation Analysis (DFA) . . . . . . . . . . . . . 16 5.4 Detection of Trends and Crossovers with DFA . . . . . . . . . 19 5.5 Sign and Magnitude (Volatility) DFA . . . . . . . ....

متن کامل

Attribute-Based Time Series Cross-Correlation Measures

Datasets are usually compared using cross-correlation, often using a moving window to calculate the correlation as a function of time or space. However, signals can be considered as being composed of sinusoids which possess amplitudes, frequencies and phases. All these three attributes can be computed at each point in time, and then used as the basis of a cross-correlation method. By using all ...

متن کامل

Variable grouping in multivariate time series via correlation

The decomposition of high-dimensional multivariate time series (MTS) into a number of low-dimensional MTS is a useful but challenging task because the number of possible dependencies between variables is likely to be huge. This paper is about a systematic study of the "variable groupings" problem in MTS. In particular, we investigate different methods of utilizing the information regarding corr...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Physical Review E

سال: 2016

ISSN: 2470-0045,2470-0053

DOI: 10.1103/physreve.94.042307