Modeling Complex System Correlation Using Detrended Cross-Correlation Coefficient

The understanding of complex systems has become an area of active research for physicists because such systems exhibit interesting dynamical properties such as scale invariance, volatility correlation, heavy tails, and fractality. We here focus on traffic dynamic as an example of a complex system. B...

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Bibliographic Details
Main Authors: Keqiang Dong, Hong Zhang, You Gao
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2014/230537