Extended Methodology for DFA and DCCA: Application of Automatic Search Procedure and Correlation Map to the Weierstrass-Mandelbrot Functions

Abstract

Abstract Detrended fluctuation analysis and detrended cross-correlation analysis are used in this study to identify and characterize correlated data. The objective of these two techniques is to separate different fluctuations from the contributions due to external trends by evaluating the autocorrelation and cross-correlation exponents, in order to determine if scale properties persist with the size of the series. Two new methodologies were extended from cross-correlation coefficients for local analysis, which we call the \textit{automatic search procedure

Keywords

• Detrended fluctuation analysis
• detrended cross correlation analysis
• local analysis
• Weierstrass-Mandelbrot functions