Article ID Journal Published Year Pages File Type
10482191 Physica A: Statistical Mechanics and its Applications 2012 13 Pages PDF
Abstract
► Object oriented analysis of correlation of time series or equivalent structures. ► Sliding window technique applied to time series or ordered data sets. ► A new type of correlation measure is defined. ► Study of currency exchange rates using Hurst exponent and intermittency parameter.
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Authors
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