Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/4829
DC Field | Value | Language |
---|---|---|
dc.contributor | Department of Electronic and Information Engineering | - |
dc.creator | Nakamura, T | - |
dc.creator | Hirata, Y | - |
dc.creator | Small, M | - |
dc.date.accessioned | 2014-12-11T08:24:43Z | - |
dc.date.available | 2014-12-11T08:24:43Z | - |
dc.identifier.issn | 1539-3755 | - |
dc.identifier.uri | http://hdl.handle.net/10397/4829 | - |
dc.language.iso | en | en_US |
dc.publisher | American Physical Society | en_US |
dc.rights | Physical Review E © 2006 The American Physical Society. The Journal's web site is located at http://pre.aps.org/ | en_US |
dc.subject | Correlation methods | en_US |
dc.subject | Data acquisition | en_US |
dc.subject | Numerical methods | en_US |
dc.subject | Time series analysis | en_US |
dc.title | Testing for correlation structures in short-term variabilities with long-term trends of multivariate time series | en_US |
dc.type | Journal/Magazine Article | en_US |
dc.identifier.spage | 1 | - |
dc.identifier.epage | 8 | - |
dc.identifier.volume | 74 | - |
dc.identifier.issue | 4 | - |
dc.identifier.doi | 10.1103/PhysRevE.74.041114 | - |
dcterms.abstract | We describe a method for identifying correlation structures in irregular fluctuations (short-term variabilities) of multivariate time series, even if they exhibit long-term trends. This method is based on the previously proposed small shuffle surrogate method. The null hypothesis addressed by this method is that there is no short-term correlation structure among data or that the irregular fluctuations are independent. The method is demonstrated for numerical data generated by known systems and applied to several experimental time series. | - |
dcterms.accessRights | open access | en_US |
dcterms.bibliographicCitation | Physical review. E, Statistical, nonlinear, and soft matter physics, Oct. 2006, v. 74, no. 4, 041114, p. 1-8 | - |
dcterms.isPartOf | Physical review. E, Statistical, nonlinear, and soft matter physics | - |
dcterms.issued | 2006-10-17 | - |
dc.identifier.isi | WOS:000241722900022 | - |
dc.identifier.scopus | 2-s2.0-33750179475 | - |
dc.identifier.eissn | 1550-2376 | - |
dc.identifier.rosgroupid | r31855 | - |
dc.description.ros | 2006-2007 > Academic research: refereed > Publication in refereed journal | - |
dc.description.oa | Version of Record | en_US |
dc.identifier.FolderNumber | OA_IR/PIRA | en_US |
dc.description.pubStatus | Published | en_US |
dc.description.oaCategory | VoR allowed | en_US |
Appears in Collections: | Journal/Magazine Article |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Nakamura_Testing_Multivariate_Time.pdf | 1.32 MB | Adobe PDF | View/Open |
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