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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2014-01-01
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Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2014/230537 |