Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations
Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations
The detrended cross-correlation coefficient ${\ensuremath{\rho}}_{\mathrm{DCCA}}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, nonstationary time series. It is based on the detrended cross-correlation and detrended fluctuation analyses (DCCA and DFA, respectively) and can be viewed as an analog of the Pearson coefficient …