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A novel way to detect correlations on multi-time scales, with temporal evolution and for multi-variables

In this paper, two new methods, Temporal evolution of Detrended Cross-Correlation Analysis (TDCCA) and Temporal evolution of Detrended Partial-Cross-Correlation Analysis (TDPCCA), are proposed by generalizing DCCA and DPCCA. Applying TDCCA/TDPCCA, it is possible to study correlations on multi-time s...

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Detalhes bibliográficos
Publicado no:Sci Rep
Main Authors: Yuan, Naiming, Xoplaki, Elena, Zhu, Congwen, Luterbacher, Juerg
Formato: Artigo
Idioma:Inglês
Publicado em: Nature Publishing Group 2016
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4904221/
https://ncbi.nlm.nih.gov/pubmed/27293028
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep27707
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