Article ID Journal Published Year Pages File Type
10480851 Physica A: Statistical Mechanics and its Applications 2011 5 Pages PDF
Abstract
► The σDCCA is defined as the ratio between FDCCA2 and FDFA. ►σDCCA leads to a new way to quantify cross-correlation. ► This coefficient ranges between −1≤σDCCA≤1. ► In this paper, σDCCA was tested in selected time series. ► As a final result, the σDCCA was found to be robust.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
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