Period analysis of hydrologic series through moving-window correlation analysis method

2016 ◽  
Vol 538 ◽  
pp. 278-292 ◽  
Author(s):  
Yangyang Xie ◽  
Qiang Huang ◽  
Jianxia Chang ◽  
Saiyan Liu ◽  
Yimin Wang
2019 ◽  
Vol 11 (1) ◽  
pp. 01025-1-01025-5 ◽  
Author(s):  
N. A. Borodulya ◽  
◽  
R. O. Rezaev ◽  
S. G. Chistyakov ◽  
E. I. Smirnova ◽  
...  

2021 ◽  
Vol 25 (1) ◽  
pp. 49-55
Author(s):  
Yiying Xiong

In view of the inaccuracy of the traditional correlation analysis method, this paper proposes a correlation analysis method between the multifractal characteristics of regional landforms and the development of geological disasters. Firstly, the multifractal characteristics of regional landforms are described by using the basic fractal characteristics of self-similarity or scale invariance. Then the corresponding relation table is established according to the width of the fractal spectrum and the number of landslides and hidden dangers, and the spatial relationship of geological disaster development is analyzed. Combined with the above-mentioned spatial relationship of geological disaster development and the multifractal characteristic data of regional landforms, the correlation coefficient between the two is calculated to complete the correlation analysis between the multifractal characteristics of regional geomorphology and the development of geological disasters. The experimental results show that compared with the traditional correlation analysis method, the correlation analysis results of the multifractal characteristics of regional geomorphology and the development of geological disasters are more accurate.


2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Zhonghui Ding ◽  
Kai Shi ◽  
Bin Wang

This paper analyzed the influence of dollar on crude oil and gold based on the multifractal detrended partial cross-correlation analysis method. It showed that affected by the dollar, the crude oil and gold markets have a partial cross-correlation relationship which is stronger than their own cross-correlation. The partial cross-correlation is long-term and has multifractal characteristics. Through shuffled and Fourier-phase randomization, it is found that this multifractal feature is caused by the combined effect of the long-term cross-correlation between the returns and the fluctuation fat-tailed distribution, where the influence of the fat-tailed distribution is slightly greater than that of the long-term cross-correlation between the returns.


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