Multi-fractal detrended cross-correlation heatmaps for time series analysis.

ABSTRACT: Complex systems in biology, climatology, medicine, and economy hold emergent properties such as non-linearity, adaptation, and self-organization. These emergent attributes can derive from large-scale relationships, connections, and interactive behavior despite not being apparent from their isolated components. It is possible to better comprehend complex systems by analyzing cross-correlations between time series. However, the accumulation of non-linear processes induces multiscale structures, therefore, a spectrum of power-law exponents (the fractal dimension) and distinct cyclical patterns. We propose the Multifractal detrended cross-correlation heatmaps (MF-DCCHM) based on the DCCA cross-correlation coefficients with sliding boxes, a systematic approach capable of mapping the relationshi

SUBMITTER: de Melo Barros Junior PR 

PROVIDER: S-EPMC9755263 | biostudies-literature | 2022 Dec

REPOSITORIES: biostudies-literature