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Power law classification scheme of time series correlations. On the example of G20 group

Article ID Journal Published Year Pages File Type
10481283 Physica A: Statistical Mechanics and its Applications 2013 13 Pages PDF
Abstract
► A new method of nonlinear correlation analysis is proposed. ► The power law classification scheme (PLCS) provide two measures of correlation: strength and stability. ► The method is verified on G20 group. ► The PLCS is capable of phase transition recognition.
Keywords
EconophysicsTime series analysisNetwork analysisCorrelation analysis
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Preview
Power law classification scheme of time series correlations. On the example of G20 group
Authors
Janusz Miśkiewicz,
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Journal
Physica A: Statistical Mechanics and its Applications
Journal: Physica A: Statistical Mechanics and its Applications
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