Time-lag cross-correlations in collective phenomena
نویسندگان
چکیده
منابع مشابه
Time-lag cross-correlations in collective phenomena
We study long-range magnitude cross-correlations in collective modes of real-world data from finance, physiology, and genomics using time-lag random matrix theory. We find longrange magnitude cross-correlations i) in time series of price fluctuations, ii) in physiological time series, both healthy and pathological, indicating scale-invariant interactions between different physiological time ser...
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ژورنال
عنوان ژورنال: EPL (Europhysics Letters)
سال: 2010
ISSN: 0295-5075,1286-4854
DOI: 10.1209/0295-5075/90/68001