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. Among authors: drozdz s.
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. Drozd …