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Weighted multifractal cross-correlation analysis based on Shannon entropy
In this paper, we propose a modification of multifractal cross-correlation analysis based on statistical moments (MFSMXA) method, called weighted MFSMXA method based on Shannon entropy (W-MFSMXA), to investigate cross-correlations and cross-multifractality between time series. Robustness of this met...
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| Publicat a: | Commun Nonlinear Sci Numer Simul |
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| Autors principals: | , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Elsevier B.V.
2016
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7128505/ https://ncbi.nlm.nih.gov/pubmed/32288420 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.cnsns.2015.06.029 |
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