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Continuous detrended cross-correlation analysis on generalized Weierstrass function

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Abstract

The paper mainly introduces a continuous detrended cross-correlation analysis method to detect the long-range fractal scaling behaviors of continuous and integrable functions. The effects of such method are tested by the generalized Weierstrass function with various seeds. It presents accurate scaling characterization as desired by comparing with that from the popular detrended cross-correlation analysis method of discrete case.

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Authors and Affiliations

  1. Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing, 100044, P.R. China

    Xiaojun Zhao, Pengjian Shang & Jingjing Huang

  2. School of Science, Beijing Information Science Technology University, Beijing, 100192, P.R. China

    Jingjing Huang

Authors
  1. Xiaojun Zhao
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  2. Pengjian Shang
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  3. Jingjing Huang
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Correspondence to Xiaojun Zhao.

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Zhao, X., Shang, P. & Huang, J. Continuous detrended cross-correlation analysis on generalized Weierstrass function. Eur. Phys. J. B 86, 58 (2013). https://doi.org/10.1140/epjb/e2012-30244-6

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  • DOI: https://doi.org/10.1140/epjb/e2012-30244-6

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