Multiscale Fluctuation Features of the Dynamic Correlation between Bivariate Time Series
作者: Meihui JiangXiangyun GaoHaizhong AnXiaoliang JiaXiaoqi Sun
作者单位: 1School of Humanities and Economic Management, China University of Geosciences, Beijing 100083, China
刊名: Mathematical Problems in Engineering, 2016, Vol.2016
来源数据库: Directory of Open Access Journals
DOI: 10.1155/2016/4742060
原始语种摘要: The fluctuation of the dynamic correlation between bivariate time series has some special features on the time-frequency domain. In order to study these fluctuation features, this paper built the dynamic correlation network models using two kinds of time series as sample data. After studying the dynamic correlation networks at different time-scales, we found that the correlation between time series is a dynamic process. The correlation is strong and stable in the long term, but it is weak and unstable in the short and medium term. There are key correlation modes which can effectively indicate the trend of the correlation. The transmission characteristics of correlation modes show that it is easier to judge the trend of the fluctuation of the correlation between time series from the short...
全文获取路径: DOAJ  (合作)
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关键词翻译
关键词翻译
  • between 在中间
  • correlation 对比
  • dynamic 动力学的
  • bivariate 双变数
  • short 短的
  • decision 决定
  • fluctuation 起伏
  • modes 模式
  • information 报告
  • special 特别的