Lagged multi-affine height correlation analysis for exploring lagged correlations in complex systems

被引：5
|
作者：
Wang, Fang [1 ]
Wang, Lin [2 ]
Chen, Yuming [3 ]
机构：
[1] Hunan Agr Univ, Coll Sci, Agr Math Modeling & Data Proc Ctr, Changsha 410128, Hunan, Peoples R China
[2] Univ New Brunswick, Dept Math & Stat, Fredericton, NB E3B 5A3, Canada
[3] Wilfrid Laurier Univ, Dept Math, Waterloo, ON N2L 3C5, Canada
来源：
CHAOS | 2018年 / 28卷 / 06期
基金：
加拿大自然科学与工程研究理事会; 中国国家自然科学基金;
关键词：
DETRENDED FLUCTUATION ANALYSIS; CROSS-CORRELATION ANALYSIS; NONSTATIONARY TIME-SERIES; MULTIFRACTALITY;
D O I：
10.1063/1.5030563
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In order to analyze lagged correlations hidden in complex systems, we propose a new method by incorporating a time-lagged operator into the multi-affine height correlation analysis (MA-HCA). Application of this lagged MA-HCA to an artificially simulated example indicates that the method is feasible to successfully detect the existence of lagged correlations. We then apply this method to explore lagged correlations in series arising from three real-world complex systems. Published by AIP Publishing.
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收藏
页数：7
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