Multiscale Fluctuation Features of the Dynamic Correlation between Bivariate Time Series
المؤلفون المشاركون
Gao, Xiangyun
Jiang, Meihui
Jia, Xiaoliang
Sun, Xiaoqi
An, Haizhong
المصدر
Mathematical Problems in Engineering
العدد
المجلد 2016، العدد 2016 (31 ديسمبر/كانون الأول 2016)، ص ص. 1-9، 9ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2016-10-23
دولة النشر
مصر
عدد الصفحات
9
التخصصات الرئيسية
الملخص EN
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 term to long term.
The evolution of media capability of the correlation modes shows that the transmission media in the long term have higher value to predict the trend of correlation.
This work does not only propose a new perspective to analyze the correlation between time series but also provide important information for investors and decision makers.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Jiang, Meihui& Gao, Xiangyun& An, Haizhong& Jia, Xiaoliang& Sun, Xiaoqi. 2016. Multiscale Fluctuation Features of the Dynamic Correlation between Bivariate Time Series. Mathematical Problems in Engineering،Vol. 2016, no. 2016, pp.1-9.
https://search.emarefa.net/detail/BIM-1112218
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Jiang, Meihui…[et al.]. Multiscale Fluctuation Features of the Dynamic Correlation between Bivariate Time Series. Mathematical Problems in Engineering No. 2016 (2016), pp.1-9.
https://search.emarefa.net/detail/BIM-1112218
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Jiang, Meihui& Gao, Xiangyun& An, Haizhong& Jia, Xiaoliang& Sun, Xiaoqi. Multiscale Fluctuation Features of the Dynamic Correlation between Bivariate Time Series. Mathematical Problems in Engineering. 2016. Vol. 2016, no. 2016, pp.1-9.
https://search.emarefa.net/detail/BIM-1112218
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1112218
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر