Study of cross-correlation in a self-affine time series of taxi accidents

G.F. Zebende, P.A. da Silva and A. Machado Filho

Physica A: Statistical Mechanics and its Applications, 2011, vol. 390, issue 9, 1677-1683

Abstract: We study in this paper the cross-correlation between self-affine time series of real variables recorded simultaneously in cases of taxi accidents. For this purpose, we apply the DCCA method and show that the cross-correlation can be divided into three distinct groups, if we look for the detrended covariance function, i.e., long-range cross-correlations, short-range cross-correlations and no cross-correlations. Finally, it will be seen that the detrended covariance function is robust, if compared with other methods, in identifying these types of cross-correlations.

Keywords: Time series; Cross-correlation; DFA; DCCA (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations: View citations in EconPapers (21)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:390:y:2011:i:9:p:1677-1683

DOI: 10.1016/j.physa.2010.12.038

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