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：

中国国家自然科学基金; 加拿大自然科学与工程研究理事会;

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.

引用

页数：7

共 50 条

[31] Elucidation of gene interaction networks through time-lagged correlation analysis of transcriptional data
Schmitt, WA
Raab, RM
Stephanopoulos, G
[J]. GENOME RESEARCH, 2004, 14 (08) : 1654 - 1663
[32] Random deposition with spatially correlated noise (RD-SCN) model: Multi-affine analysis
Hosseinabadi, S.
Masoudi, A. A.
[J]. CHAOS SOLITONS & FRACTALS, 2021, 143
[33] An input-output simulation approach to controlling multi-affine systems for linear temporal logic specifications
Sun, Yajuan
Lin, Hai
Chen, Ben M.
[J]. INTERNATIONAL JOURNAL OF CONTROL, 2012, 85 (10) : 1464 - 1476
[34] A Dynamic Time-Lagged Correlation based Method to Learn Multi-Time Delay Gene Networks
Agrawal, Ankit
Mittal, Ankush
[J]. PROCEEDINGS OF WORLD ACADEMY OF SCIENCE, ENGINEERING AND TECHNOLOGY, VOL 9, 2005, 9 : 167 - +
[35] SELF-ESTEEM AND FACILITATIVE CLOSE RELATIONSHIPS - A CROSS-LAGGED PANEL CORRELATION-ANALYSIS
CRAMER, D
[J]. BRITISH JOURNAL OF SOCIAL PSYCHOLOGY, 1988, 27 : 115 - 126
[36] Analysis of detrended time-lagged cross-correlation between two nonstationary time series
Shen Chenhua
[J]. PHYSICS LETTERS A, 2015, 379 (07) : 680 - 687
[37] CAUSAL PRIORITY OF SOCIAL DESIRABILITY OVER SELF-CONCEPT - CROSS-LAGGED CORRELATION ANALYSIS
ARLIN, M
[J]. JOURNAL OF PERSONALITY AND SOCIAL PSYCHOLOGY, 1976, 33 (03) : 267 - 272
[38] Detecting PM2.5’s Correlations between Neighboring Cities Using a Time-Lagged Cross-Correlation Coefficient
Fang Wang
Lin Wang
Yuming Chen
[J]. Scientific Reports, 7
[39] Detecting PM2.5's Correlations between Neighboring Cities Using a Time-Lagged Cross-Correlation Coefficient
Wang, Fang
Wang, Lin
Chen, Yuming
[J]. SCIENTIFIC REPORTS, 2017, 7
[40] Exploring the structure of college students' adaptability by using cross-lagged path analysis: The role of emotional adaptability
Ren, Shixiu
Ji, Shunxin
Liu, Xinyang
Liu, Tour
[J]. PSYCH JOURNAL, 2024, 13 (02) : 276 - 286

← 1 2 3 4 5 →