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DCCA cross-correlation coefficient differentiation: theoretical and practical approaches

Bibliographic Details
Main Author: Zebende, G. F.
Publication Date: 2013
Other Authors: Silva, M. F. da, Machado Filho, A.
Language: eng
Source: Repositório da Produção Científica e Intelectual do SENAI CIMATEC
Download full: http://repositoriosenaiba.fieb.org.br/handle/fieb/598
Summary: p. 1756-1761
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spelling Zebende, G. F.Silva, M. F. daMachado Filho, A.2016-08-15T13:50:03Z2013ZEBENDE, G. F.; SILVA, M. F. da; MACHADO FILHO, A. DCCA cross-correlation coefficient differentiation: theoretical and practical approaches. Physica A, [Amsterdam], v. 392, p. 1756-1761, 2013.http://repositoriosenaiba.fieb.org.br/handle/fieb/598v. 392p. 1756-1761We propose in this paper to establish a well-defined relationship between αDFA (the long range auto-correlation exponent) and λDCCA (the long range cross-correlation exponent), respectively described by the DFA and DCCA methods. This relationship will be accomplished theoretically by differentiating the DCCA cross-correlation coefficient, ρDCCA(n). Also, for some specific times series, we apply this theory in order to establish its validity.Amsterdamhttp://ac.els-cdn.com/S0378437113000253/1-s2.0-S0378437113000253-main.pdf?_tid=ff1e09f4-62e9-11e6-b46d-00000aacb35e&acdnat=1471266962_4a158e82e1c3fb06dd4128ca1d98f022reponame:Repositório da Produção Científica e Intelectual do SENAI CIMATECinstname:Serviço Nacional de Aprendizagem Industrial Campus Integrado de Manufatura e Tecnologia (SENAI CIMATEC)instacron:SENAI CIMATECDFA methodDCCA methodDCCA cross-correlation coefficientDCCA cross-correlation coefficient differentiation: theoretical and practical approachesPhysica AProdução bibliográfica: Artigos completos publicados em periódicosinfo:eu-repo/semantics/publishedVersionaberto2016-08-16T13:50:03Zenginfo:eu-repo/semantics/openAccessORIGINALDCCA cross ....pdfDCCA cross ....pdfapplication/pdf497334http://repositoriosenaiba.fieb.org.br/bitstream/fieb/598/1/DCCA%20cross%20....pdf254f913e13e9517e7aaad145f8e72dc2MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-81748http://repositoriosenaiba.fieb.org.br/bitstream/fieb/598/2/license.txt8a4605be74aa9ea9d79846c1fba20a33MD52fieb/5982016-09-15 10:22:07.646oai:repositoriosenaiba.fieb.org.br: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Repositório Institucionalhttp://repositoriosenaiba.fieb.org.br/oaiadriano.santos@fieb.org.bropendoar:2016-09-15T13:22:07Repositório da Produção Científica e Intelectual do SENAI CIMATEC - Serviço Nacional de Aprendizagem Industrial Campus Integrado de Manufatura e Tecnologia (SENAI CIMATEC)false
dc.title.pt_BR.fl_str_mv DCCA cross-correlation coefficient differentiation: theoretical and practical approaches
dc.title.alternative.pt_BR.fl_str_mv Physica A
title DCCA cross-correlation coefficient differentiation: theoretical and practical approaches
spellingShingle DCCA cross-correlation coefficient differentiation: theoretical and practical approaches
Zebende, G. F.
DFA method
DCCA method
DCCA cross-correlation coefficient
title_short DCCA cross-correlation coefficient differentiation: theoretical and practical approaches
title_full DCCA cross-correlation coefficient differentiation: theoretical and practical approaches
title_fullStr DCCA cross-correlation coefficient differentiation: theoretical and practical approaches
title_full_unstemmed DCCA cross-correlation coefficient differentiation: theoretical and practical approaches
title_sort DCCA cross-correlation coefficient differentiation: theoretical and practical approaches
author Zebende, G. F.
author_facet Zebende, G. F.
Silva, M. F. da
Machado Filho, A.
author_role author
author2 Silva, M. F. da
Machado Filho, A.
author2_role author
author
dc.contributor.author.fl_str_mv Zebende, G. F.
Silva, M. F. da
Machado Filho, A.
dc.subject.por.fl_str_mv DFA method
DCCA method
DCCA cross-correlation coefficient
topic DFA method
DCCA method
DCCA cross-correlation coefficient
description p. 1756-1761
publishDate 2013
dc.date.issued.fl_str_mv 2013
dc.date.accessioned.fl_str_mv 2016-08-15T13:50:03Z
dc.type.driver.fl_str_mv Produção bibliográfica: Artigos completos publicados em periódicos
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.citation.fl_str_mv ZEBENDE, G. F.; SILVA, M. F. da; MACHADO FILHO, A. DCCA cross-correlation coefficient differentiation: theoretical and practical approaches. Physica A, [Amsterdam], v. 392, p. 1756-1761, 2013.
dc.identifier.uri.fl_str_mv http://repositoriosenaiba.fieb.org.br/handle/fieb/598
dc.identifier.number.pt_BR.fl_str_mv v. 392
identifier_str_mv ZEBENDE, G. F.; SILVA, M. F. da; MACHADO FILHO, A. DCCA cross-correlation coefficient differentiation: theoretical and practical approaches. Physica A, [Amsterdam], v. 392, p. 1756-1761, 2013.
v. 392
url http://repositoriosenaiba.fieb.org.br/handle/fieb/598
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.pt_BR.fl_str_mv http://ac.els-cdn.com/S0378437113000253/1-s2.0-S0378437113000253-main.pdf?_tid=ff1e09f4-62e9-11e6-b46d-00000aacb35e&acdnat=1471266962_4a158e82e1c3fb06dd4128ca1d98f022
dc.source.none.fl_str_mv reponame:Repositório da Produção Científica e Intelectual do SENAI CIMATEC
instname:Serviço Nacional de Aprendizagem Industrial Campus Integrado de Manufatura e Tecnologia (SENAI CIMATEC)
instacron:SENAI CIMATEC
instname_str Serviço Nacional de Aprendizagem Industrial Campus Integrado de Manufatura e Tecnologia (SENAI CIMATEC)
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institution SENAI CIMATEC
reponame_str Repositório da Produção Científica e Intelectual do SENAI CIMATEC
collection Repositório da Produção Científica e Intelectual do SENAI CIMATEC
bitstream.url.fl_str_mv http://repositoriosenaiba.fieb.org.br/bitstream/fieb/598/1/DCCA%20cross%20....pdf
http://repositoriosenaiba.fieb.org.br/bitstream/fieb/598/2/license.txt
bitstream.checksum.fl_str_mv 254f913e13e9517e7aaad145f8e72dc2
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repository.name.fl_str_mv Repositório da Produção Científica e Intelectual do SENAI CIMATEC - Serviço Nacional de Aprendizagem Industrial Campus Integrado de Manufatura e Tecnologia (SENAI CIMATEC)
repository.mail.fl_str_mv adriano.santos@fieb.org.br
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