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Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series

✍ Scribed by Podobnik, Boris; Stanley, H. Eugene

Book ID
127281219
Publisher
The American Physical Society
Year
2008
Tongue
English
Weight
240 KB
Volume
100
Category
Article
ISSN
0031-9007

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## Abstract On the basis of detrended fluctuation analysis (DFA), a new method, moving cut data‐DFA (MC‐DFA), was presented to detect abrupt dynamic change in correlated time series. The numerical tests show the capability of the presented method to detect abrupt change time‐instants in model time