$Multifractal detrended cross-correlation analysis for power markets$

Multifractal detrended cross-correlation analysis for power markets

Multifractal theory has been widely used in kinds of field. In this paper, methods were proposed to study in the power-law auto-correlation and cross-correlation of power operating data based on multifractal detrended analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DXA)....

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Nonlinear dynamics 2013-04, Vol.72 (1-2), p.353-363
Hauptverfasser:	Wang, Fang, Liao, Gui-ping, Zhou, Xiao-yang, Shi, Wen
Format:	Artikel
Sprache:	eng
Schlagworte:	Autocorrelation Automotive Engineering Classical Mechanics Control Correlation Correlation analysis Dynamical Systems Engineering Exponents Intervals Markets Mechanical Engineering Nonlinear dynamics Original Paper Test procedures Time delay Time lag Time series Vibration
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!