Study on superposition rulesin correlation and cross-correlation analysis
首发时间:2016-12-13
Abstract:Detrended fluctuation analysis(DFA) method and detrended cross-correlation analysis(DCCA) method are hot topics ofresearchers for detecting the correlation and cross-correlation of time series. In present paper, we propose the superposition rules of DFA and DCCA and give the mathematical proofs. Finally, we design experimental test to verify the proofs of superposition rules.
keywords: Superposition rule DFA DCCA ARFIMA
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No.4712171111387214****
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