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Physica A Statistical Mechanics and its Applications
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Physica A Statistical Mechanics and its Applications
Article . 2011 . Peer-reviewed
License: Elsevier Non-Commercial
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https://dx.doi.org/10.1016/j.p...
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DCCA cross-correlation coefficient: Quantifying level of cross-correlation

descriptionPublicationkeyboard_double_arrow_right Article 01 Feb 2011 English Publisher:Elsevier BVJournal:Physica A: Statistical Mechanics and its Applications, volume 390, pages 614-618 (issn: 0378-4371, Copyright policy )
Authors: G.F. Zebende;

doi: 10.1016/j.physa.2010.10.022

DCCA cross-correlation coefficient: Quantifying level of cross-correlation

Abstract

Abstract In this paper, a new coefficient is proposed with the objective of quantifying the level of cross-correlation between nonstationary time series. This cross-correlation coefficient is defined in terms of the DFA method and the DCCA method. The implementation of this cross-correlation coefficient will be illustrated with selected time series.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
519
Top 0.1%
Top 1%
Top 1%
hybrid