| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7379142 | Physica A: Statistical Mechanics and its Applications | 2016 | 8 Pages |
Abstract
The goal of the paper is to examine the auto-correlation properties for time series of the news flow intensity using different methods, such as the fluctuation analysis, the detrended fluctuation analysis and the detrending moving average analysis. Empirical findings for news analytics data show the presence of long-range correlations for the time series of news intensity data.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
S.P. Sidorov, A.R. Faizliev, V.A. Balash, E.A. Korobov,