Relevant bibliographies by topics / Detrended cross correlation analysis

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Academic literature on the topic 'Detrended cross correlation analysis'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Detrended cross correlation analysis"

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Wang, Jun, and Da-Qing Zhao. "Detrended cross-correlation analysis of electroencephalogram." Chinese Physics B 21, no. 2 (February 2012): 028703. http://dx.doi.org/10.1088/1674-1056/21/2/028703.

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YIN, YI, and PENGJIAN SHANG. "MULTISCALE DETRENDED CROSS-CORRELATION ANALYSIS OF STOCK MARKETS." Fractals 22, no. 04 (November 12, 2014): 1450007. http://dx.doi.org/10.1142/s0218348x14500078.

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In this paper, we employ the detrended cross-correlation analysis (DCCA) to investigate the cross-correlations between different stock markets. We report the results of cross-correlated behaviors in US, Chinese and European stock markets in period 1997–2012 by using DCCA method. The DCCA shows the cross-correlated behaviors of intra-regional and inter-regional stock markets in the short and long term which display the similarities and differences of cross-correlated behaviors simply and roughly and the persistence of cross-correlated behaviors of fluctuations. Then, because of the limitation and inapplicability of DCCA method, we propose multiscale detrended cross-correlation analysis (MSDCCA) method to avoid "a priori" selecting the ranges of scales over which two coefficients of the classical DCCA method are identified, and employ MSDCCA to reanalyze these cross-correlations to exhibit some important details such as the existence and position of minimum, maximum and bimodal distribution which are lost if the scale structure is described by two coefficients only and essential differences and similarities in the scale structures of cross-correlation of intra-regional and inter-regional markets. More statistical characteristics of cross-correlation obtained by MSDCCA method help us to understand how two different stock markets influence each other and to analyze the influence from thus two inter-regional markets on the cross-correlation in detail, thus we get a richer and more detailed knowledge of the complex evolutions of dynamics of the cross-correlations between stock markets. The application of MSDCCA is important to promote our understanding of the internal mechanisms and structures of financial markets and helps to forecast the stock indices based on our current results demonstrated the cross-correlations between stock indices. We also discuss the MSDCCA methods of secant rolling window with different sizes and, lastly, provide some relevant implications and issue.
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MAO, XUEGENG, and PENGJIAN SHANG. "DETRENDED CROSS-CORRELATION ANALYSIS BETWEEN MULTIVARIATE TIME SERIES." Fractals 26, no. 04 (August 2018): 1850058. http://dx.doi.org/10.1142/s0218348x18500585.

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It is a crucial topic to identify the cross-correlations between time series in multivariate systems. In this paper, we extend the detrended cross-correlation analysis (DCCA) into the multivariate systems, assigned multivariate detrended cross-correlation analysis (MVDCCA). Numerical simulations of synthetic multivariate time series generated by two-exponent and mix-correlated ARFIMA processes are applied to illustrate the validity of the proposed MVDCCA. Results show that the external coupling parameter determines the strength of cross-correlation no matter that it is inter-independent or correlated among channels in a certain multivariate time series. The MVDCCA method is robust enough to detect the scale properties of time series by estimating the Hurst exponent. And we use cross-correlation coefficient to quantify the level of cross-correlations clearly. Furthermore, the MVDCCA method performs well when applied to the stock markets combining the stock daily price returns and trading volume of stock indices. By comparing results only using stock daily price returns in published literatures, we find that the higher recognizability between the pair stock indices can be observed whatever from the same regions or different regions in multivariate situations and the conclusions are more comprehensive.
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Zhao, Jun Chang, Wan Hu Dou, Hong Da Ji, and Jun Wang. "Detrended Cross-Correlation Analysis of Epilepsy Electroencephalagram Signals." Advanced Materials Research 765-767 (September 2013): 2664–67. http://dx.doi.org/10.4028/www.scientific.net/amr.765-767.2664.

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The cross-correlation performance between epilepsy electroencephalogram (EEG) signals reflects the status of epilepsy patients which has importance for analyzing long-range correlation of non-stationary signals. For the first time, detrended cross-correlation analysis (DCCA) was applied to analyze different physiological and pathological states of epilepsy EEG signals. It were compared the difference of DCCA values between epilepsy patients EEG signals and normal subjects EEG signals. It was found that the DCCA values of epilepsy patients EEG signals increased compared the normal subjects EEG signals which can be helpful for medical diagnosis and treatment.
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Roume, C., Z. M. H. Almurad, M. Scotti, S. Ezzina, H. Blain, and D. Delignières. "Windowed detrended cross-correlation analysis of synchronization processes." Physica A: Statistical Mechanics and its Applications 503 (August 2018): 1131–50. http://dx.doi.org/10.1016/j.physa.2018.08.074.

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Marinho, E. B. S., A. M. Y. R. Sousa, and R. F. S. Andrade. "Using Detrended Cross-Correlation Analysis in geophysical data." Physica A: Statistical Mechanics and its Applications 392, no. 9 (May 2013): 2195–201. http://dx.doi.org/10.1016/j.physa.2012.12.038.

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Wang, Fang, Gui-ping Liao, Xiao-yang Zhou, and Wen Shi. "Multifractal detrended cross-correlation analysis for power markets." Nonlinear Dynamics 72, no. 1-2 (January 3, 2013): 353–63. http://dx.doi.org/10.1007/s11071-012-0718-2.

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Dong, Keqiang, and Xiaojie Gao. "Higher-Order Multifractal Detrended Partial Cross-Correlation Analysis for the Correlation Estimator." Complexity 2020 (June 4, 2020): 1–10. http://dx.doi.org/10.1155/2020/7495058.

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In this paper, we develop a new method to measure the nonlinear interactions between nonstationary time series based on the detrended cross-correlation coefficient analysis. We describe how a nonlinear interaction may be obtained by eliminating the influence of other variables on two simultaneous time series. By applying two artificially generated signals, we show that the new method is working reliably for determining the cross-correlation behavior of two signals. We also illustrate the application of this method in finance and aeroengine systems. These analyses suggest that the proposed measure, derived from the detrended cross-correlation coefficient analysis, may be used to remove the influence of other variables on the cross-correlation between two simultaneous time series.
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Li, Wan, Zhu Yongqian, Deng Xiaocheng, and Lin Jiaoxiu. "Multifractal Detrended Cross-Correlation Analysis of Geochemical Element Concentration." Open Materials Science Journal 8, no. 1 (December 31, 2014): 136–40. http://dx.doi.org/10.2174/1874088x01408010136.

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We use multifractal detrended cross -fluctuation analysis (MF-DXA) to investigate nonlinear behavior of geochemical element concentration, Au-Cu-Pb-Zn-Ag, in Shangzhuang Deposit, Shandong Province, China. We find that the generalized Hurst exponent h(q) and cross-correlation exponent hxy(q) decrease with the increase of q, which indicate that all element concentration series and their cross pairs exhibit multifractal phenomena. By comparing the variability of h(q) and hxy(q), we have found that the multifractal behavior is more obvious when q > 0 than q < 0 for the element Au- Cu-Pb-Zn and their cross pairs. These analyses, given quantitative information about the complexity of the element concentration, lead to a better understanding of the geochemical phenomena underlying mineralization process.
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Zhao, Longfeng, Wei Li, Andrea Fenu, Boris Podobnik, Yougui Wang, and H. Eugene Stanley. "Theq-dependent detrended cross-correlation analysis of stock market." Journal of Statistical Mechanics: Theory and Experiment 2018, no. 2 (February 14, 2018): 023402. http://dx.doi.org/10.1088/1742-5468/aa9db0.

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Dissertations / Theses on the topic "Detrended cross correlation analysis"

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Silva, Diego Roberto Cintra da [UNESP]. "Utilização do dentreded fluctuation analysis e do dentreded cross-correlation analysis para estudo do espectro de correlação de ações constantes no Ibovespa no período de crise do subprime." Universidade Estadual Paulista (UNESP), 2016. http://hdl.handle.net/11449/148597.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
As crises que ocorrem no mercado de ações são prejudiciais não só à parte monetária da economia de um país, mas ao desenvolvimento do país como um todo. A crise do subprime em 2008, que se iniciou nos Estados Unidos da América, atingiu o mundo todo, muitos países tiveram quedas significativas do PIB e vários entraram em recessão. Existe, então, o interesse em se compreender a dinâmica das séries temporais de variáveis como retorno e volatilidade das ações negociadas nesse mercado, a fim de compreender as diferenças de seu comportamento em momentos de crise econômica. Com o objetivo de analisar o espectro de correlação da volatilidade de ações no período da crise de 2008 e em suas vizinhanças, foram verificadas 31 ações de empresas pertencentes a diversos setores da economia brasileira, que compuseram entre 2007 e 2011 o Índice Bovespa. Para tal foram utilizados os métodos do Detrended Fluctuation Analisys – DFA e do Detrended Cross-Correlation Analisys – DCCA. Ambos métodos evidenciaram uma significativa mudança na função de probabilidade no período de crise comparativamente aos períodos de sua vizinhança.
Crises occurring in the stock market are harmful not only to the monetary part of a country's economy, but to the development of the country as a whole. The subprime crisis in 2008, which began in the United States of America, hit the whole world, many countries had significant declines in GDP and several went into recession. There is, therefore, an interest in understanding the dynamics of time series of variables such as return and volatility of the shares traded in this market, in order to understand the differences in their behavior in times of economic crisis. With the objective of analyzing the correlation spectrum of stock volatility in the period of the 2008 crisis and its neighborhoods, 31 stocks of companies belonging to various sectors of the Brazilian economy were verified, which made up the Bovespa Index between 2007 and 2011. The methods of Detrended Fluctuation Analyzes - DFA and Detrended Cross-Correlation Analyzes - DCCA were used for this. Both methods evidenced a significant change in the probability function in the period of crisis compared to the periods of its neighborhood.
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SIQUEIRA, JÚNIOR Erinaldo Leite. "Leis de potências e correlações em séries temporais de preços de produtos agrícolas." Universidade Federal Rural de Pernambuco, 2009. http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/4970.

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Financial markets are complex systems that contain large numbers of interacting units, including interactions among various units in the same market and interactions between units in different markets. Various methods of economics, statistics and econophysics have been developed to analyze financial temporal series (such as price returns, share volume, number of transactions), and serve to establish theoretical models for underlying stochastic processes. The availability of financial data on the internet and increasing computational power have enabled researchers to conduct a large number of empirical studies on financial markets. These studies have shown some universal properties: the risk function of price returns is scale invariant, with power-law behavior and similar value of exponent for different markets; the absolute values of returns (volatility) exhibit long-range power-law correlations. In this work, we use methods if econophysics to study the statistical properties of Brazilian financial markets. We analyze and compare scale properties of risk functions and correlations in temporal series of price returns of agricultural commodities and stocks of various companies traded at Bovespa. We analyze the daily prices of five commodities and twenty stocks traded in the period 2000-2008. For both commodities and stocks, the risk function of daily price returns shows powerlaw behavior with the exponent outside the Levy stable region. The values of exponents are higher for stocks than for commodities. We use Detrended Fluctuation Analysis (DFA) to study correlations in daily time series of absolute values of returns (volatility). This method was developed to quantify long range correlations in non-stationary temporal series.All analyzed series show persistent behavior, meaning that large (small) values are more likely to be followed with large (small) values. The value of the DFA exponent is higher for commodities than for stocks. We also use Detrended Cross Correlation Analysis (DCCA) to study cross-correlations between two series. The values of DCCA exponents are above 0.5 for all series, indicating the existence of long range cross-correlations. This means that each stock or commodity has long memory of its own previous values and of previous values of other stocks or commodities studied. These results are in agreement with results obtained for American financial markets.
Mercados financeiros são caracterizados por um grande número de unidades e interações complexas, incluindo as interações internas (entre diferentes elementos de um mercado) e fatores externos (influência de outros mercados). Vários métodos de economia, estatística e recentemente econofísica foram desenvolvidos para analisar as séries temporais de variáveis financeiras (retorno de preços de ações, mercadorias e taxas de cambio, índice de mercado, volume de negociação, etc.), com objetivo de estabelecer os modelos teóricos para processos estocásticos que estão em base desses fenômenos. A disponibilidade de dados financeiros de vários mercados e crescente poder computacional resultaram em um grande número de estudos empíricos cujos resultados mostraram algumas propriedades universais: a função risco de retornos de preços segue uma lei de potência com o valor de expoente similar para os vários mercados; os valores absolutos de retornos possuem correlações de longo alcance. Neste trabalho foram usados os métodos de econofísica para estudar as propriedades estatísticas do mercado financeiro brasileiro. Foram analisadas e comparadas as propriedades de escala de função risco e de correlações em séries temporais de retornos de preços de mercadorias agrícolas e preços de ações de várias empresas negociadas na Bolsa de Valores de São Paulo (BOVESPA). Foram analisados os preços diários de cinco mercadorias: açúcar, algodão, café, soja e boi, registrados em período 2000-2008. Para ações, analisamos as características seguintes: preços de abertura, fechamento, valores máximo e mínimo, volume e montante. Todas as séries são diárias, registradas no período de 2000-2008. São estudadas 20 empresas divididas em 4 grupos: bancos, energia, telecomunicações e siderurgia (5 empresas de cada grupo). Para todas as séries estudadas a função risco de retornos de preços segue uma lei de potência com os valores de expoente maiores para ações do que para mercadorias. As correlações são analisadas para os valores absolutos de retornos de preços (volatilidade). Foi usado o método Detrended Fluctuation Analysis (DFA), desenvolvido para quantificar as correlações de longo alcance em séries temporais não estacionárias. Todas as séries mostraram um comportamento persistente, significando que os valores grandes (pequenos) tem maior probabilidade de serem seguidos por valores grandes (pequenos). Os valores de expoente DFA são maiores para mercadorias do que para as ações. Foi utilizada uma generalização de DFA, Detrended Cross Correlation Analysis (DCCA) para analisar as correlações cruzadas entre duas séries. Os valores de expoente DCCA para todas as séries estudadas indicam a existência de correlações cruzadas de longo alcance significando que os valores de cada série possuem memória de longo alcance de seus valores anteriores e também de valores anteriores de outras série. Os resultados estão em acordo com os resultados obtidos para mercado americano.
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Mohti, Wahbeeah. "Essays on frontier markets: financial integration, financial market efficiency, financial contagion." Doctoral thesis, Universidade de Évora, 2019. http://hdl.handle.net/10174/24579.

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This thesis investigates financial integration, market efficiency, and financial contagion in frontier markets in order to evaluate the potentiality of portfolio diversification. The first essay evaluates Asian frontier and emerging equity markets’ regional and global integration using Gregory and Hansen co-integration tests and detrended cross correlation analysis (DCCA). The results suggest that Asian emerging markets show some evidence of integration with both regional and global markets. From Asian frontier markets, Pakistan is the only one with evidence of integration with both benchmarks. The second essay appraises weak form efficiency of frontier markets to investigate the global correlation and long-range dependence, applying mutual information and Detrended Fluctuation Analysis (DFA). The results indicate that Slovenia is the only case where there is evidence compatible with weak form efficiency. The third essay investigates contagion from the US subprime financial crisis to frontier stock markets using Copula models to investigate dependence structures between US and frontier stock markets, before and during US subprime financial crisis. The results show that Croatia and Romania are the ones, most affected by the US subprime crisis. Subsequently, the forth essay investigates the contagion from both recent crises; US subprime financial crisis and European debt crisis to frontier stock market, applying DCCA correlation coefficients to investigate the linkage between crisis originating country stock markets (US and Greece) and those of frontier markets, to assess whether the correlation coefficients significantly increase with the crises. The results indicate that from US subprime crisis, European frontier markets are the ones most affected, followed by Middle Eastern markets. In case of European debt crisis (originated in Greece), the findings show that contagion effect is weaker in frontier markets; Ensaios sobre Mercados de Fronteira: Integração Financeira, Eficiência de Mercados, Contágio Financeiro Sumário: Esta tese investiga a integração financeira, eficiência de mercado e contágio financeiro nos chamados “mercados de fronteira”, a fim de avaliar o respetivo potencial de diversificação internacional de carteiras. O primeiro ensaio avalia a integração regional e global dos mercados de capitais emergentes e globais Asiáticos, sendo utilizados o teste de cointegração de Gregory e Hansen e a detrended cross correlation analysis (DCCA). Os resultados sugerem que os mercados emergentes asiáticos mostram algumas evidências de integração com os mercados regional e global. Dos mercados de fronteira asiática, o Paquistão é o único com evidências de integração com os dois benchmarks. O segundo ensaio avalia a eficiência da forma fraca dos mercados de fronteira para investigar a correlação global e a dependência longa, aplicando a informação mútua e a Detrended Fluctuation Analysis (DFA). Os resultados indicam que a Eslovénia é o único caso em que há evidências compatíveis com a hipótese d eficiência na forma fraca. O terceiro ensaio investiga o contágio da crise financeira subprime dos EUA para os mercados de fronteira, sendo usados modelos Copula para investigar as estruturas de dependência entre os mercados de ações dos EUA e os mercados de fronteira, antes e durante a crise financeira dos Estados Unidos. Os resultados mostram que a Croácia e a Roménia são os mercados mais afetados pela crise do subprime dos EUA. Posteriormente, o quarto ensaio investiga o contágio de ambas as crises recentes; crise financeira subprime dos EUA e crise da dívida europeia para os mercados de fronteira, aplicando coeficientes de correlação DCCA para investigar a ligação entre os mercados de ações de países EUA e Grécia e mercados de fronteira. Os resultados indicam que, relativamente à crise do subprime nos EUA, os mercados de fronteira europeus são os mais afetados, seguidos pelos mercados do Médio Oriente. Relativamente à crise da dívida soberana (originada na Grécia), os resultados mostram que o efeito de contágio é menor nos mercados de fronteira analisados.
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Hotchkiss, Alastair Jeremy. "Generalised cross correlation functions for physical applications." Thesis, University of Exeter, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.262492.

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Yamaguchi, David K. "Interpretation of Cross Correlation Between Tree-Ring Series." Tree-Ring Society, 1986. http://hdl.handle.net/10150/261724.

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Kacher, Josh. "Cross-correlation-based texture analysis using kinematically simulated EBSD patterns /." Diss., CLICK HERE for online access, 2009. http://contentdm.lib.byu.edu/ETD/image/etd2994.pdf.

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Kacher, Joshua Peter. "Cross-Correlation-Based Texture Analysis Using Kinematically Simulated EBSD Patterns." BYU ScholarsArchive, 2009. https://scholarsarchive.byu.edu/etd/1746.

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The development and example applications of a new EBSD-based texture analysis system are presented. This new system uses the cross-correlation function to compare two EBSD patterns at a number of corresponding regions in each pattern to calculate the deformation gradient tensor. Bragg's Law-based simulated EBSD patterns are used as reference patterns in the cross-correlation method to enable the measurements of absolute elastic strain and lattice orientation at discrete points in a crystalline sample. The resolution limits of this new method are explored using a variety of computational and physical experiments. The simulated pattern method is estimated to be able to measure lattice orientations to within +/-0.02° and elastic strains to within +/-3.6x10-4 for small strains and +/-1x10-3 for large strains. Two example applications are demonstrated. The first demonstration is estimating the dislocation density in a 5.5% compressed Mg-based AZ91 alloy. Nye's and Kröner's formulations are used to estimate the dislocation density. Comparisons are made with traditional OIM measurements and it is found that the simulated pattern method offers an order of magnitude improvement in dislocation density estimations over OIM. The second demonstration is tetragonality measurements of HSLA 65 steel along the weld line of a friction stir welded plate. Accurate tetragonality measurements in the bainite phase of the steel can be made using information from the diagonal components of the elastic strain tensor. The measured tetragonality can be related to the concentration of interstitial carbon atoms in the iron lattice to find the carbon distribution in the sample. From these experiments, it is demonstrated that the simulated pattern method presents a new and powerful methodology for texture analysis that exhibits both ease of use and access to high resolution orientation and elastic strain data.
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Scott, Virginia Anne. "Exercise and depression causal sequence using cross-lagged panel correlation analysis /." College Park, Md. : University of Maryland, 2009. http://hdl.handle.net/1903/9982.

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Thesis (M.A.) -- University of Maryland, College Park, 2009.
Thesis research directed by: Dept. of Kinesiology. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.
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Vuran, Mehmet Can. "Correlation-based Cross-layer Communication in Wireless Sensor Networks." Diss., Georgia Institute of Technology, 2007. http://hdl.handle.net/1853/16135.

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Wireless sensor networks (WSN) are event based systems that rely on the collective effort of densely deployed sensor nodes continuously observing a physical phenomenon. The spatio-temporal correlation between the sensor observations and the cross-layer design advantages are significant and unique to the design of WSN. Due to the high density in the network topology, sensor observations are highly correlated in the space domain. Furthermore, the nature of the energy-radiating physical phenomenon constitutes the temporal correlation between each consecutive observation of a sensor node. This unique characteristic of WSN can be exploited through a cross-layer design of communication functionalities to improve energy efficiency of the network. In this thesis, several key elements are investigated to capture and exploit the correlation in the WSN for the realization of advanced efficient communication protocols. A theoretical framework is developed to capture the spatial and temporal correlations in WSN and to enable the development of efficient communication protocols. Based on this framework, spatial Correlation-based Collaborative Medium Access Control (CC-MAC) protocol is described, which exploits the spatial correlation in the WSN in order to achieve efficient medium access. Furthermore, the cross-layer module (XLM), which melts common protocol layer functionalities into a cross-layer module for resource-constrained sensor nodes, is developed. The cross-layer analysis of error control in WSN is then presented to enable a comprehensive comparison of error control schemes for WSN. Finally, the cross-layer packet size optimization framework is described.
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Gilbert, Ross. "Evaluation of FFT Based Cross-Correlation Algorithms for Particle Image Velocimetry." Thesis, University of Waterloo, 2002. http://hdl.handle.net/10012/911.

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In the current study, the four most common Particle Image Velocimetry (PIV) cross-correlation algorithms were evaluated by measuring the displacement of particles in computer generated images. The synthetic images were employed to compare the methods since the particle diameter, density, and intensity could be controlled, removing some of the uncertainty found in images collected during experiments, e. g. parallax, 3-D motion, etc. The most important parameter that was controlled in the synthetic images was the particle motion. Six different displacement functions were applied to move the particles between images: uniform translation, step, sawtooth, sinusoid, line source and line vortex. The four algorithms, which all use the fast Fourier transform (FFT) to perform the cross-correlation, were evaluated with four criteria; (1) spatial resolution, (2) dynamic range, (3) accuracy and (4) robustness. The uniform translation images determined the least error possible with each method, of which the deformed FFT proved to be the most accurate. The super resolution FFT and deformed FFT methods could not properly measure the infinite displacement gradient in the step images due to the interpolation of the displacement vector field used by each method around the step. However, the predictor corrector FFT scheme, which does not require interpolation when determining the interrogation area offset, successfully measured the infinite displacement gradient in the step images. The smaller interrogation areas used by the super resolution FFT scheme proved to be the best method to capture the high frequency finite displacement gradients in the sawtooth and sinusoid images. Also shown in the sawtooth and sinusoid images is the positional bias error introduced by assuming the measured particle displacement occurs at the centre of the interrogation area. The deformed FFT method produced the most accurate results for the source and vortex images, which both contained displacement gradients in multiple directions. Experimentally obtained images were also evaluated to verify the results derived using the synthetic images. The flow in a multiple grooved channel, using both water and air as the fluid medium in separate experiments, was measured and compared to DNS simulations reported by Yang. The mean velocity, average vorticity and turbulent fluctuations determined from both experiments using the deformed FFT method compared very well to the DNS calculations.
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Books on the topic "Detrended cross correlation analysis"

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Bulach, Marcia Woolf. Canonical Auto And Cross Correlations Of Multivariate Time Series. USA: Dissertation.com, 1999.

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Pakko, Michael R. A spectral analysis of the cross-country consumption correlation puzzle. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2003.

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Rahat, Gideon, and Ofer Kenig. A Cross-National Analysis of Political Personalization. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198808008.003.0009.

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The chapter presents an integrated cross-national analysis of political personalization in all our twenty-six countries. The two indicators of personalization online stand apart in terms of the incidents of depersonalization. An examination of the relationship between the three dimensions finds personalization especially in the institutional realm. In the other two dimensions, media and behavior, most cases are of personalization, but many indicate no trend or depersonalization. A comparison by country illustrates that, except for the cases of extreme personalization in Italy and Israel and a few cases of depersonalization, especially in Switzerland, most countries experience moderate–low or low levels of personalization. Most explanations for variance are ruled out. A moderately negative correlation is found between national levels of self-expression and national levels of political personalization. The chapter ends with a review of the claims raised in the literature about the consequences of political personalization.
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King, Wayne M. Multitaper spectral estimation and time-domain cross-correlation in FMRI data analysis: Actual and simulated data. 1999.

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Tran, Thanh V., Tam Nguyen, and Keith Chan. Assessing and Testing Cross-Cultural Measurement Equivalence. Oxford University Press, 2018. http://dx.doi.org/10.1093/acprof:oso/9780190496470.003.0004.

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A cross-cultural comparison can be misleading for two reasons: (1) comparison is made using different attributes and (2) comparison is made using different scale units. This chapter illustrates multiple statistical approaches to evaluating the cross-cultural equivalence of the research instruments: data distribution of the items of the research instrument, the patterns of responses of each item, the corrected item–total correlation, exploratory factor analysis (EFA), confirmatory factor analysis (CFA), and reliability analysis using the parallel test and tau-equivalence test. Equivalence is the fundamental issue in cross-cultural research and evaluation.
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Li, Quan. Using R for Data Analysis in Social Sciences. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780190656218.001.0001.

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This book seeks to teach undergraduate and graduate students in social sciences how to use R to manage, visualize, and analyze data in order to answer substantive questions and replicate published findings. This book distinguishes itself from other introductory R or statistics books in three ways. First, targeting an audience rarely exposed to statistical programming, it adopts a minimalist approach and covers only the most important functions and skills in R that one will need for conducting reproducible research projects. Second, it emphasizes meeting the practical needs of students using R in research projects. Specifically, it teaches students how to import, inspect, and manage data; understand the logic of statistical inference; visualize data and findings via histograms, boxplots, scatterplots, and diagnostic plots; and analyze data using one-sample t-test, difference-of-means test, covariance, correlation, ordinary least squares (OLS) regression, and model assumption diagnostics. Third, it teaches students how to replicate the findings in published journal articles and diagnose model assumption violations. The principle behind this book is to teach students to learn as little R as possible but to do as much reproducible, substance-driven data analysis at the beginner or intermediate level as possible. The minimalist approach dramatically reduces the learning cost but still proves adequate information for meeting the practical research needs of senior undergraduate and beginning graduate students. Having completed this book, students can use R and statistical analysis to answer questions regarding some substantively interesting continuous outcome variable in a cross-sectional design.
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United States. National Aeronautics and Space Administration., ed. Reduction and analysis of seasons 15 and 16 (1991-1992), Pioneer Venus radio occultation data and correlative studies with observations of the near infra-red emission of Venus: Report to the National Aeronautics and Space Administration, Ames Research Center for grant NCC2-753, April 1, 1992 through May 31, 1995. [Washington, DC: National Aeronautics and Space Administration, 1995.

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8

Halperin, Sandra, and Oliver Heath. 16. Patterns of Association. Oxford University Press, 2017. http://dx.doi.org/10.1093/hepl/9780198702740.003.0016.

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This chapter discusses the principles of bivariate analysis as a tool for helping researchers get to know their data and identify patterns of association between two variables. Bivariate analysis offers a way of establishing whether or not there is a relationship between two variables, a dependent variable and an independent variable. With bivariate analysis, theoretical expectations can be compared against evidence from the real world to see if the theory is supported by what is observed. The chapter examines the pattern of association between dependent and independent variables, with particular emphasis on hypothesis testing and significance tests. It discusses ordinary least squares (OLS) regression and cross-tabulation, two of the most widely used statistical analysis techniques in political research. Finally, it explains how to state the null hypothesis, calculate the chi square, and establishing the correlation between the dependent and independent variables.
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Rahat, Gideon, and Ofer Kenig. Party Change and Political Personalization. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198808008.003.0011.

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The chapter presents an empirical cross-national analysis of the relationship between the two processes of party change and political personalization. It demonstrates that there is indeed a moderate negative correlation between partyness and personalization when we focus on what happens off-line in the more veteran democracies. It also explains why, in some cases, partyness and personalization will not be in zero-sum relationships. It then turns to the question of the causal direction of this relationship: does party decline cause personalization, or is it the other way round? While it makes sense that the two should interact, our argument is that decline in partyness occurred first and was in fact one of the causes of personalization.
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Pitt, Matthew. Techniques used to test the neuromuscular junction in children. Oxford University Press, 2017. http://dx.doi.org/10.1093/med/9780198754596.003.0009.

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The tests used to measure the neuromuscular junction function in children are repetitive nerve stimulation (RNS) and single-fibre electromyography (SFEMG). The physiological changes which explain abnormalities in RNS are covered in this chapter as are those affecting jitter measurement when measured by SFEMG. Practical considerations of how to perform RNS in children are discussed, along with the reasons for using SFEMG in preference to RNS and the need to use stimulation techniques. Controversies concerning so-called stimulated SFEMG including needle selection, filter settings, and the origin of the potentials that are being sampled are all discussed. The term stimulated potential analysis using concentric needle electrodes (SPACE) is introduced to divert most if not all of these criticisms. Derivation of normative data from previous studies is described as well as the use of e-norm methodology on laboratory data. The chapter concludes with practical measures of how to analyse the data collected and reference is made to the cross-correlation technique for determining abnormalities.
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Book chapters on the topic "Detrended cross correlation analysis"

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Cao, Guangxi, Ling-Yun He, and Jie Cao. "Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)." In Multifractal Detrended Analysis Method and Its Application in Financial Markets, 49–78. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-10-7916-0_4.

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Cao, Guangxi, Ling-Yun He, and Jie Cao. "Asymmetric Multifractal Detrended Cross-Correlation Analysis (MF-ADCCA)." In Multifractal Detrended Analysis Method and Its Application in Financial Markets, 113–27. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-10-7916-0_6.

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Cao, Guangxi, Ling-Yun He, and Jie Cao. "Asymmetric DCCA Cross-Correlation Coefficient." In Multifractal Detrended Analysis Method and Its Application in Financial Markets, 129–53. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-10-7916-0_7.

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Schwille, Petra. "Cross-correlation analysis in FCS." In Springer Series in Chemical Physics, 360–78. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/978-3-642-59542-4_17.

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Liu, Yingxiang, Xiaomei Tang, Rui Ge, and Feixue Wang. "Analysis for Cross Correlation in Multiplexing." In Lecture Notes in Electrical Engineering, 81–90. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-37404-3_8.

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Sánchez, Ricardo M., Rudolf Mester, and Mikhail Kudryashev. "Fast Cross Correlation for Limited Angle Tomographic Data." In Image Analysis, 415–26. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-20205-7_34.

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Xing, Shanshan, Bin Wang, Xiaopeng Wei, Changjun Zhou, Qiang Zhang, and Zhonglong Zheng. "RNA Sequences Similarities Analysis by Cross-Correlation Function." In Communications in Computer and Information Science, 83–94. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-13-2829-9_9.

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Keane, Richard D., and Ronald J. Adrian. "Theory of cross-correlation analysis of PIV images." In Fluid Mechanics and Its Applications, 1–25. Dordrecht: Springer Netherlands, 1993. http://dx.doi.org/10.1007/978-94-011-2690-8_1.

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Braasch, Jonas. "Convolution, Fourier Analysis, Cross-Correlation and Their Interrelationship." In Springer Handbook of Systematic Musicology, 273–84. Berlin, Heidelberg: Springer Berlin Heidelberg, 2018. http://dx.doi.org/10.1007/978-3-662-55004-5_14.

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Xia, X. Y., Z. G. Deng, and Y. Z. Liu. "Cross-Correlation Analysis of Galaxies with Different Luminosity." In Large Scale Structures of the Universe, 554. Dordrecht: Springer Netherlands, 1988. http://dx.doi.org/10.1007/978-94-009-2995-1_108.

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Conference papers on the topic "Detrended cross correlation analysis"

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Sun, Jingliang, and Huanye Sheng. "Multifractal Detrended Cross-Correlation Analysis of Chinese Stocks." In 2010 3rd International Conference on Business Intelligence and Financial Engineering (BIFE). IEEE, 2010. http://dx.doi.org/10.1109/bife.2010.77.

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Zhao, Junchang, Wanhu Dou, Hongda Ji, and Jun Wang. "Detrended cross-correlation analysis of epilepsy electroencephalagram singals." In 2nd International Conference On Systems Engineering and Modeling. Paris, France: Atlantis Press, 2013. http://dx.doi.org/10.2991/icsem.2013.184.

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Pal, Mayukha, P. Madhusudana Rao, and P. Manimaran. "Multifractal detrended cross-correlation analysis of Indian Electricity market." In 2015 50th International Universities Power Engineering Conference (UPEC). IEEE, 2015. http://dx.doi.org/10.1109/upec.2015.7339850.

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Liu, Chia-Ju, Yan-Lin Jhone, Chih-Chieh Hsu, Pei-ching Teng, Ming-Chi Lu, Chih-Hung Yang, and Ming-Chung Ho. "Detrended partial cross-correlation analysis of age-related changes." In 2016 International Conference on Advanced Materials for Science and Engineering (ICAMSE). IEEE, 2016. http://dx.doi.org/10.1109/icamse.2016.7840300.

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Zhao, Junchang, Wanhu Dou, Hongda Ji, and Jun Wang. "Epilepsy electroencephalagram singals study based on detrended cross-correlation analysis." In 2013 International Conference on Information, Business and Education Technology (ICIBET-2013). Paris, France: Atlantis Press, 2013. http://dx.doi.org/10.2991/icibet.2013.273.

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Zhang, Kai, Guanghua Xu, Xiaobi Chen, Sicong Zhang, Xiaowei Zheng, and Chengcheng Han. "symmetric Multifractal Detrended Cross-Correlation Analysis of EEG and sEMG in The Processes of Myodynamia Changes." In 2019 IEEE International Conference on Systems, Man and Cybernetics (SMC). IEEE, 2019. http://dx.doi.org/10.1109/smc.2019.8914633.

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Das, Monidipa, and Soumya K. Ghosh. "Detection of climate zones using multifractal detrended cross-correlation analysis: A spatio-temporal data mining approach." In 2015 Eighth International Conference on Advances in Pattern Recognition (ICAPR). IEEE, 2015. http://dx.doi.org/10.1109/icapr.2015.7050702.

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Yi, Zejing. "Optimized Portfolio Strategy in Chinese Growth Enterprise Market: based on the Detrended Cross-Correlation Analysis Method." In 2020 2nd International Conference on Economic Management and Model Engineering (ICEMME). IEEE, 2020. http://dx.doi.org/10.1109/icemme51517.2020.00014.

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Dias, Rui, and Hortense Santos. "THE IMPACT OF COVID-19 ON EXCHANGE RATE VOLATILITY: AN ECONOPHYSICS APPROACH." In Sixth International Scientific-Business Conference LIMEN Leadership, Innovation, Management and Economics: Integrated Politics of Research. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/limen.2020.39.

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This paper aims to analyze the efficiency, in its weak form, between exchange rates, US-RMB, US-EUR, US-JPY, US-MYR, US-PHP, US-SGD, US-THB, US-CHF, US-GBP, in the period from July 1, 2019 to October 27, 2020. To perform this analysis, different approaches were undertaken to assess whether: (i) the impact of the global pandemic created long memories in international foreign exchange markets? The results of the exponents Detrended Fluctuation Analysis (DFA) show that the exchange rates US-THB (0.60), US-MYR (0.59), US-SGD (0. 59), present long memories, to a lesser extent the exchange pairs US-GBP (0.56), US-EUR (0.53). On the other side, exchange rates US-RMB (0. 47), US-JPY (0. 43), US-CHF (0. 46), US-PHP (0. 38) show anti persistence, while the Detrended cross-correlation coefficient (𝑝𝐷𝐶𝐶𝐴) results show 19 average correlation coefficients (≌ 0.333 → ≌ 0.666), 10 weak correlation coefficient (≌ 0,000 → ≌ 0.333), 7 strong non-trend cross correlation coefficients (0.666→ ≌ 1,000). In conclusion, we show that the exchange pairs analyzed show some predictability, that is, there are levels of arbitrage that can be explored by investors; we also found that the exchange rates analyzed have characteristics of diversification, due to the low autocorrelation between markets. The objective of this study was not to analyze abnormal profitability by investors without incurring additional risk.
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Seleznov, Ivan, Ivan Kotiuchyi, Anton Popov, Akio Nakata, Volodymyr Kharytonov, Miki Kaneko, and Ken Kiyono. "Multiscale detrended cross-correlation of EEG and RR intervals during focal epilepsy." In 2020 Signal Processing Workshop (SPW). IEEE, 2020. http://dx.doi.org/10.23919/spw49079.2020.9259132.

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Reports on the topic "Detrended cross correlation analysis"

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Pakko, Michael R. A Spectral Analysis of the Cross-Country Consumption Correlation Puzzle. Federal Reserve Bank of St. Louis, 2003. http://dx.doi.org/10.20955/wp.2003.023.

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Hessler, J. P., and P. J. Ogren. Correlation analysis of optical absorption cross section and rate coefficient measurements in reacting systems. Office of Scientific and Technical Information (OSTI), August 1992. http://dx.doi.org/10.2172/10159230.

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