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EMD Method for Minimizing the Effect of Seasonal Trends in Detrended Cross-Correlation Analysis
Joint Authors
Dong, Keqiang
Wang, Nianpeng
Gao, You
Source
Mathematical Problems in Engineering
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-10-31
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Dong, Keqiang& Gao, You& Wang, Nianpeng. 2013. EMD Method for Minimizing the Effect of Seasonal Trends in Detrended Cross-Correlation Analysis. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-1031927
Modern Language Association (MLA)
Dong, Keqiang…[et al.]. EMD Method for Minimizing the Effect of Seasonal Trends in Detrended Cross-Correlation Analysis. Mathematical Problems in Engineering No. 2013 (2013), pp.1-7.
https://search.emarefa.net/detail/BIM-1031927
American Medical Association (AMA)
Dong, Keqiang& Gao, You& Wang, Nianpeng. EMD Method for Minimizing the Effect of Seasonal Trends in Detrended Cross-Correlation Analysis. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-1031927
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1031927