| bibtype |
J -
Journal Article
|
| ARLID |
0364573 |
| utime |
20240103195547.3 |
| mtime |
20111101235959.9 |
| WOS |
000294996600035 |
| SCOPUS |
80053017779 |
| DOI |
10.1209/0295-5075/95/68001 |
| title
(primary) (eng) |
Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0256586 |
| ISSN |
0295-5075 |
| title
|
EPL |
| volume_id |
95 |
| volume |
6 (2011) |
| publisher |
| name |
Institute of Physics Publishing |
|
|
| keyword |
cross-correlations |
| keyword |
multifractality |
| author
(primary) |
| ARLID |
cav_un_auth*0256902 |
| name1 |
Krištoufek |
| name2 |
Ladislav |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA402/09/0965 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0253176 |
|
| project |
| project_id |
GD402/09/H045 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0253998 |
|
| project |
| project_id |
118310 |
| agency |
GA UK |
| country |
CZ |
| ARLID |
cav_un_auth*0274537 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
We introduce a new method for the detection of long-range cross-correlations and multifractality -multifractal height cross-correlation analysis (MF-HXA)- based on scaling of q-th order covariances. MF-HXA is a bivariate generalization of the height-height correlation analysis of Baraba ́si and Vicsek (Baraba ́si A. L. and Vicsek T., Phys. Rev. A, 44 (1991) 2730). The method can be used to analyze long-range cross-correlations and multifractality between two simultaneously recorded series. We illustrate the utility of the method on both simulated and real-world time series. |
| reportyear |
2013 |
| RIV |
AH |
| num_of_auth |
1 |
| mrcbC52 |
4 A 4a 20231122134656.6 |
| permalink |
http://hdl.handle.net/11104/0200024 |
| mrcbT16-e |
PHYSICSMULTIDISCIPLINARY |
| mrcbT16-f |
2.119 |
| mrcbT16-g |
0.707 |
| mrcbT16-h |
6.1 |
| mrcbT16-i |
0.08068 |
| mrcbT16-j |
1.173 |
| mrcbT16-k |
17415 |
| mrcbT16-l |
882 |
| mrcbT16-s |
1.389 |
| mrcbT16-4 |
Q1 |
| mrcbT16-B |
66.546 |
| mrcbT16-C |
81.548 |
| mrcbT16-D |
Q2 |
| mrcbT16-E |
Q2 |
| arlyear |
2011 |
| mrcbTft |
\nSoubory v repozitáři: kristoufek-0364573.pdf |
| mrcbU14 |
80053017779 SCOPUS |
| mrcbU34 |
000294996600035 WOS |
| mrcbU63 |
cav_un_epca*0256586 EPL 0295-5075 1286-4854 Roč. 95 č. 6 2011 68001/1 68001/6 Institute of Physics Publishing |
|