Continuous detrended cross-correlation analysis on generalized Weierstrass function

被引：0
|
作者：
Xiaojun Zhao
Pengjian Shang
Jingjing Huang
机构：
[1] School of Science,Department of Mathematics
[2] Beijing Jiaotong University,undefined
[3] School of Science,undefined
[4] Beijing Information Science Technology University,undefined
来源：
The European Physical Journal B | 2013年 / 86卷
关键词：
Statistical and Nonlinear Physics;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The paper mainly introduces a continuous detrended cross-correlation analysis method to detect the long-range fractal scaling behaviors of continuous and integrable functions. The effects of such method are tested by the generalized Weierstrass function with various seeds. It presents accurate scaling characterization as desired by comparing with that from the popular detrended cross-correlation analysis method of discrete case.
引用
收藏
相关论文
共 50 条
  • [21] Deep multifractal detrended cross-correlation analysis algorithm for multifractals
    Wu, Bo
    Jiang, Feng
    Zhang, Jiao
    Liu, Chunqiong
    Shi, Kai
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2024, 653
  • [22] Multiscale multifractal detrended cross-correlation analysis of traffic flow
    Yi Yin
    Pengjian Shang
    Nonlinear Dynamics, 2015, 81 : 1329 - 1347
  • [23] Multifractal detrended cross-correlation analysis of geochemical element concentration
    Li, Wan (wanli03100@21cn.com), 1600, Bentham Science Publishers B.V., P.O. Box 294, Bussum, 1400 AG, Netherlands (08):
  • [24] Multifractal detrended cross-correlation analysis for two nonstationary signals
    Zhou, Wei-Xing
    PHYSICAL REVIEW E, 2008, 77 (06):
  • [25] Multiscale multifractal detrended cross-correlation analysis of traffic flow
    Yin, Yi
    Shang, Pengjian
    NONLINEAR DYNAMICS, 2015, 81 (03) : 1329 - 1347
  • [26] Multifractal detrended cross-correlation analysis of gold price and SENSEX
    Dutta, Srimonti
    Ghosh, Dipak
    Samanta, Shukla
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2014, 413 : 195 - 204
  • [27] Quantifying different degrees of coupling in detrended cross-correlation analysis
    Balocchi, R.
    Varanini, M.
    Macerata, A.
    EPL, 2013, 101 (02)
  • [28] Multifractal Detrended Cross-Correlation Analysis of Global Methane and Temperature
    Tzanis, Chris G.
    Koutsogiannis, Ioannis
    Philippopoulos, Kostas
    Kalamaras, Nikolaos
    REMOTE SENSING, 2020, 12 (03)
  • [29] Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets
    He, Ling-Yun
    Chen, Shu-Peng
    CHAOS SOLITONS & FRACTALS, 2011, 44 (06) : 355 - 361
  • [30] Distribution of eigenvalues of detrended cross-correlation matrix
    Zhao, Xiaojun
    Shang, Pengjian
    Lin, Aijing
    EPL, 2014, 107 (04)
12345