Source:http://linkedlifedata.com/resource/pubmed/id/18352624
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Predicate | Object |
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rdf:type | |
lifeskim:mentions | |
pubmed:issue |
8
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pubmed:dateCreated |
2008-3-20
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pubmed:abstractText |
Here we propose a new method, detrended cross-correlation analysis, which is a generalization of detrended fluctuation analysis and is based on detrended covariance. This method is designed to investigate power-law cross correlations between different simultaneously recorded time series in the presence of nonstationarity. We illustrate the method by selected examples from physics, physiology, and finance.
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pubmed:language |
eng
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pubmed:journal | |
pubmed:citationSubset |
IM
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pubmed:status |
MEDLINE
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pubmed:month |
Feb
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pubmed:issn |
0031-9007
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pubmed:author | |
pubmed:issnType |
Print
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pubmed:day |
29
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pubmed:volume |
100
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pubmed:owner |
NLM
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pubmed:authorsComplete |
Y
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pubmed:pagination |
084102
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pubmed:meshHeading |
pubmed-meshheading:18352624-Cardiovascular Diseases,
pubmed-meshheading:18352624-Data Interpretation, Statistical,
pubmed-meshheading:18352624-Electrocardiography,
pubmed-meshheading:18352624-Electroencephalography,
pubmed-meshheading:18352624-Humans,
pubmed-meshheading:18352624-Models, Statistical,
pubmed-meshheading:18352624-Sleep Apnea Syndromes
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pubmed:year |
2008
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pubmed:articleTitle |
Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series.
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pubmed:affiliation |
Department of Physics, University of Rijeka, Rijeka, Croatia . bp@phy.hr
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pubmed:publicationType |
Journal Article,
Research Support, Non-U.S. Gov't
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