Extended version of detrended cross-correlation analysis
Alexander A. Koronovskii Jr.1, Alexey N. Pavlov1
1Saratov State University, Saratov, Russia
Abstract
We describe an extended version of the detrended cross-correlation analysis
which is useful for studying time-varying dynamics of complex systems producing
inhomogeneous datasets. The method computes two independent measures that
quantify the detrended covariance and the impact of nonstationarity,
respectively. We apply this approach to characterize entrainment phenomena in
the chaotic dynamics of two coupled Lorenz models with an additional trend in
the datasets under study.
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Speaker
Alexander A. Koronovskiy Jr.
Saratov State University
Russian Federation
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