Multiscale correlation analysis of nonstationary signals containing quasi-periodic fragments

2008 ◽  
Vol 53 (1) ◽  
pp. 65-77 ◽  
Author(s):  
V. E. Antsiperov
Keyword(s):  
Correlation Analysis ◽  
Nonstationary Signals

scholarly journals EMD Method for Minimizing the Effect of Seasonal Trends in Detrended Cross-Correlation Analysis

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Keqiang Dong ◽  
You Gao ◽  
Nianpeng Wang
Keyword(s):  
Correlation Analysis ◽  
Long Range ◽  
Cross Correlation ◽  
Intrinsic Mode Functions ◽  
Nonstationary Signals ◽  
Seasonal Trends ◽  
Mode Decomposition ◽  
Cross Correlation Analysis ◽  
Correlated Signals ◽  
Emd Method

Detrended cross-correlation analysis (DCCA) is a scaling method commonly used to estimate long-range power-law cross-correlation in nonstationary signals. Recent studies have reported signals superimposed with trends, which often lead to the complexity of the signals and the susceptibility of DCCA. This paper artificially generates long-range cross-correlated signals and systematically investigates the effect of seasonal trends. Specifically, for the crossovers raised by trends, we propose a smoothing algorithm based on empirical mode decomposition (EMD) method which decomposes underlying signals into several intrinsic mode functions (IMFs) and a residual trend. After the removal of slowly oscillating components and residual term, seasonal trends are eliminated.

Off-Line Correlation Analysis of Nonstationary Signals

1968 ◽  
Vol C-17 (6) ◽  
pp. 525-536 ◽  
Author(s):  
W.W. Wierwille ◽  
J.R. Knight
Keyword(s):  
Correlation Analysis ◽  
Nonstationary Signals
Sign in / Sign up

Export Citation Format

Share Document