Time Delay and Causality in Biological Systems Using Whitened Cross-Correlation Analysis

2006 ◽  
Author(s):  
Mahmoud El-Gohary ◽  
James McNames ◽  
Tim Ellis ◽  
Brahm Goldstein
Keyword(s):  
Time Delay ◽  
Correlation Analysis ◽  
Cross Correlation ◽  
Biological Systems ◽  
Cross Correlation Analysis

MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS OF CHINESE STOCK MARKETS BASED ON TIME DELAY

Fractals ◽  
2011 ◽  
Vol 19 (03) ◽  
pp. 329-338 ◽  
Author(s):  
XIAOJUN ZHAO ◽  
PENGJIAN SHANG ◽  
QIUYUE JIN
Keyword(s):  
Time Delay ◽  
Correlation Analysis ◽  
Long Range ◽  
Power Law ◽  
Spectrum Analysis ◽  
Cross Correlation ◽  
Analysis Time ◽  
Singularity Spectrum ◽  
Stock Indices ◽  
Cross Correlation Analysis

Multifractal detrended cross-correlation analysis (MF-DXA) has been developed to detect the long-range power-law cross-correlation of two simultaneous series. However, the synchronization of underlying data can not be guaranteed integrated by a variety of factors. We artificially imbed a time delay in considered series and study its influence on the multifractal cross-correlation analysis. Time delay is found to affect the multifractal characterization, where a larger time delay causes a weaker multifractality. We also propose an alternative modification on MF-DXA to make the process more robust. The logarithmic return and volatility of Chinese stock indices show cross-correlation scaling behavior and strong multifractality by MF-DXA as well as singularity spectrum analysis.

Application of Cross-correlation Analysis Method for Measurement of the Fluid Flow Rate Based on X-ray Radiation

2019 ◽  
Vol 11 (1) ◽  
pp. 01025-1-01025-5 ◽  
Author(s):  
N. A. Borodulya ◽  
◽  
R. O. Rezaev ◽  
S. G. Chistyakov ◽  
E. I. Smirnova ◽  
...  
Keyword(s):  
Fluid Flow ◽  
Correlation Analysis ◽  
Flow Rate ◽  
Cross Correlation ◽  
Fluid Flow Rate ◽  
Analysis Method ◽  
X Ray ◽  
Cross Correlation Analysis ◽  
Correlation Analysis Method

scholarly journals Features of Cross-Correlation Analysis in a Data-Driven Approach for Structural Damage Assessment

Sensors ◽  
2018 ◽  
Vol 18 (5) ◽  
pp. 1571 ◽  
Author(s):  
Jhonatan Camacho Navarro ◽  
Magda Ruiz ◽  
Rodolfo Villamizar ◽  
Luis Mujica ◽  
Jabid Quiroga
Keyword(s):  
Correlation Analysis ◽  
Damage Assessment ◽  
Structural Damage ◽  
Cross Correlation ◽  
Data Driven ◽  
Cross Correlation Analysis ◽  
Data Driven Approach

POWER LAW AND STRETCHED EXPONENTIAL EFFECTS OF EXTREME EVENTS IN CHINESE STOCK MARKETS

2010 ◽  
Vol 09 (02) ◽  
pp. 203-217 ◽  
Author(s):  
XIAOJUN ZHAO ◽  
PENGJIAN SHANG ◽  
YULEI PANG
Keyword(s):  
Correlation Analysis ◽  
Power Law ◽  
Extreme Events ◽  
Stock Markets ◽  
Cross Correlation ◽  
Extreme Values ◽  
Cumulative Distribution ◽  
Stretched Exponential ◽  
Cross Correlation Analysis ◽  
Chinese Stock Markets

This paper reports the statistics of extreme values and positions of extreme events in Chinese stock markets. An extreme event is defined as the event exceeding a certain threshold of normalized logarithmic return. Extreme values follow a piecewise function or a power law distribution determined by the threshold due to a crossover. Extreme positions are studied by return intervals of extreme events, and it is found that return intervals yield a stretched exponential function. According to correlation analysis, extreme values and return intervals are weakly correlated and the correlation decreases with increasing threshold. No long-term cross-correlation exists by using the detrended cross-correlation analysis (DCCA) method. We successfully introduce a modification specific to the correlation and derive the joint cumulative distribution of extreme values and return intervals at 95% confidence level.

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