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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2016
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| 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 |