Multifractal temporally weighted detrended cross-correlation analysis of multivariate time series
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Publication:5220502
DOI10.1063/1.5129574zbMath1435.62330OpenAlexW3008071310WikidataQ89953247 ScholiaQ89953247MaRDI QIDQ5220502
V. V. Anh, Baogen Li, Shan Jiang, Fang Wang, Yu Zhou, Zu-Guo Yu
Publication date: 26 March 2020
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/1.5129574
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Multiscale time-lagged correlation networks for detecting air pollution interaction ⋮ Coupling correlation detrended analysis for multiple nonstationary series ⋮ Statistical properties of the detrended multiple cross-correlation coefficient
Cites Work
- Multifractal detrended fluctuation analysis of nonstationary time series
- A fractal method to distinguish coding and non-coding sequences in a complete genome based on a number sequence representation
- Forecasting traffic time series with multivariate predicting method
- Detrended fluctuation analysis of multivariate time series
- Chaos game representation of protein sequences based on the detailed HP model and their multifractal and correlation analyses
- Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis
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