• Corpus ID: 219708175

Multifractal temporally weighted detrended partial cross-correlation analysis to quantify intrinsic power-law cross-correlation of two non-stationary time series affected by common external factors

@article{Li2020MultifractalTW,
  title={Multifractal temporally weighted detrended partial cross-correlation analysis to quantify intrinsic power-law cross-correlation of two non-stationary time series affected by common external factors},
  author={Baogen Li and Dian-Yi Ling and Zuguo Yu},
  journal={arXiv: Physics and Society},
  year={2020}
}
When common factors strongly influence two cross-correlated time series recorded in complex natural and social systems, the results will be biased if we use multifractal detrended cross-correlation analysis (MF-DXA) without considering these common factors. Based on multifractal temporally weighted detrended cross-correlation analysis (MF-TWXDFA) proposed by our group and multifractal partial cross-correlation analysis (MF-DPXA) proposed by Qian et al., we propose a new method---multifractal… 

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