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Weighted multifractal cross-correlation analysis based on Shannon entropy

In this paper, we propose a modification of multifractal cross-correlation analysis based on statistical moments (MFSMXA) method, called weighted MFSMXA method based on Shannon entropy (W-MFSMXA), to investigate cross-correlations and cross-multifractality between time series. Robustness of this met...

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Detalles Bibliográficos
Autores principales: Xiong, Hui, Shang, Pengjian
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7128505/
https://www.ncbi.nlm.nih.gov/pubmed/32288420
http://dx.doi.org/10.1016/j.cnsns.2015.06.029