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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/4829
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| Title: | Testing for correlation structures in short-term variabilities with long-term trends of multivariate time series |
| Authors: | Nakamura, Tomomichi
Hirata, Yoshito
Small, Michael |
| Subjects: | Correlation methods
Data acquisition
Numerical methods
Time series analysis |
| Issue Date: | 17-Oct-2006 |
| Publisher: | American Physical Society |
| Citation: | Physical review E, statistical, nonlinear, and soft matter physics, Oct. 2006, v. 74, no. 4, 041114, p. 1-8. |
| Abstract: | We describe a method for identifying correlation structures in irregular fluctuations (short-term variabilities) of multivariate time series, even if they exhibit long-term trends. This method is based on the previously proposed small shuffle surrogate method. The null hypothesis addressed by this method is that there is no short-term correlation structure among data or that the irregular fluctuations are independent. The method is demonstrated for numerical data generated by known systems and applied to several experimental time series. |
| Description: | DOI: 10.1103/PhysRevE.74.041114 |
| Rights: | Physical Review E © 2006 The American Physical Society. The Journal's web site is located at http://pre.aps.org/ |
| Type: | Journal/Magazine Article |
| URI: | http://hdl.handle.net/10397/4829 |
| ISSN: | 1539-3755 (print)
1550-2376 (online) |
| Appears in Collections: | EIE Journal/Magazine Articles
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