Using the detrended cross-correlation analysis (DCCA) coefficient and the detrendedpartial cross-correlation analysis (DPCCA) coefficient, we investigate cross-correlations and net cross-correlations among five major world gold markets (London, New York, Shanghai, Tokyo, and Mumbai) at different time scales. We propose multiscale influence measures for examining the influence of individual mark...

This paper presents a new approach to combine cross-correlation functions. The combination is based on a maximum-likelihood approach and uses a non-linear combination scheme. It can be effective for radial-velocity analysis of multi-order spectra, or for analysis of multiple exposures of the same object. Simulations are presented to show the potential of the suggested combination scheme. The te...

Process control systems typically involve many variables that can be intercorrelated with each other (cross-correlated), correlated with themselves over time (auto-correlated), and that are represented by displays possessing varying degrees of reliability. This study examined these factors in an information integration task which compared the relative advantages of integral and separable displa...

In this paper we present results of an analysis of radio-quiet QSO environments. The aim is to determine the relation between QSOs, galaxies and the mass distribution as a function of redshift. We cross-correlate a sample of 150 QSOs from optically and X-ray selected catalogues with faint, b J < 23, galaxies. These data allow us to probe the galaxy clustering environment of QSOs out to z 1:0 ? ...

The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical results for the S&P 500 and the Dow Jones Euro Stoxx 50 indices reveal that the dynamics of the small eigenvalues of the cross-correlation matrix, over these time windows, oppose those of the largest eigenvalue. ...

This study investigates the effects of the factors extracted from the autocorrelation function (ACF) and the interaural cross-correlation function (IACF) on annoyance of heavy-weight floor impact sound. First, heavy-weight floor impact sound was measured in rooms of apartments which have different sound insulation treatments and characterized by the ACF and IACF factors. Then, paired comparison...

I present a model-independent spherically symmetric density estimator to be used in the cross-correlation of imaging catalogs with objects of known redshift. The estimator is a simple modification of the usual projected density estimator, with weightings that produce a spherical aperture rather than a cylindrical one. Subject headings: large-scale structure of the universe — methods: statistical

Datasets are usually compared using cross-correlation, often using a moving window to calculate the correlation as a function of time or space. However, signals can be considered as being composed of sinusoids which possess amplitudes, frequencies and phases. All these three attributes can be computed at each point in time, and then used as the basis of a cross-correlation method. By using all ...

Longslit spectroscopy is entering an era of increased spatial and spectral resolution and increased sample size. Improved instruments reveal complex velocity structure that cannot be described with a one-dimensional rotation curve, yet samples are too numerous to examine each galaxy in detail. Therefore, one goal of rotation curve measurement techniques is to flag cases in which the kinematic s...

The complex interactions existing between turbulence and mixing in a bluffbody stabilised flame configuration is investigated by means of a wavelet crosscorrelation analysis on Large Eddy Simulations. The combined approach allows to better point out typical features of unsteady turbulent flows with mixing through the characterisation of the processes involved both in time and scales. The wavele...