Minimum spanning tree filtering of correlations for varying time scales and size of fluctuations.
Kwapień J, Oświęcimka P, Forczek M, Drożdż S.
Kwapień J, et al.
Phys Rev E. 2017 May;95(5-1):052313. doi: 10.1103/PhysRevE.95.052313. Epub 2017 May 17.
Phys Rev E. 2017.
PMID: 28618491
Based on a recently proposed q-dependent detrended cross-correlation coefficient, rho_{q} [J. Kwapien, P. Oswiecimka, and S. Drozdz, Phys. Rev. E 92, 052815 (2015)PLEEE81539-375510.1103/PhysRevE.92.052815], we generalize the concept of the minimum spanning tree (MST …
Based on a recently proposed q-dependent detrended cross-correlation coefficient, rho_{q} [J. Kwapien, P. Oswiecimka, and S. D …