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http://repositoriosenaiba.fieb.org.br/handle/fieb/599| Title: | DCCA cross-correlation coefficient: quantifying level of cross-correlation |
| Other Titles: | Physica A |
| Authors: | Zebende, G. F. |
| Keywords: | Time series;Cross-correlation;DCCA method;DFA method |
| Issue Date: | 2011 |
| Citation: | ZEBENDE, G. F. DCCA cross-correlation coefficient: quantifying level of cross-correlation. Physica A, [Amsterdam], v. 390, p. 614-618, 2011. |
| Abstract: | In this paper, a new coefficient is proposed with the objective of quantifying the level of cross-correlation between nonstationary time series. This cross-correlation coefficient is defined in terms of the DFA method and the DCCA method. The implementation of this cross-correlation coefficient will be illustrated with selected time series. |
| Description: | p. 614-618 |
| URI: | http://repositoriosenaiba.fieb.org.br/handle/fieb/599 |
| Appears in Collections: | Artigos Publicados em Periódicos (PPG MCTI) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| DCCA cross quantifying .....pdf | 306.24 kB | Adobe PDF | View/Open |
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