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Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series
Boris Podobnik,H. Eugene Stanley +1 more
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TL;DR: In this article, a method based on detrended covariance is proposed to investigate power-law cross-correlations between different simultaneously-recorded time series in the presence of non-stationarity.
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Abstract: Here we propose a method, based on detrended covariance which we call detrended cross-correlation analysis (DXA), to investigate power-law cross-correlations between different simultaneously-recorded time series in the presence of non-stationarity. We illustrate the method by selected examples from physics, physiology, and finance.
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Citations
Genomic Surveillance of COVID-19 Variants with Language Models and Machine Learning
Nagpal S,Ridam Pal,Ashima,Tyagi A,S. C. Tripathi,Aditya Nagori,Ahmad S,Mishra Hp,Rintu Kutum,Tavpritesh Sethi,Tavpritesh Sethi +10 more
TL;DR: In this article, the authors derived dimensions of concern (DoC) in the latent space of SARS-CoV-2 mutations and demonstrate their potential to provide a lead time for predicting the increase of new cases in 9 countries across the globe.
Social media data reveals signal for public consumer perceptions
Neeti Pokhriyal,Abenezer Dara,Benjamin A. Valentino,Soroush Vosoughi +3 more
- 15 Oct 2020
TL;DR: In this paper, a robust non-parametric Bayesian modeling framework grounded in Gaussian Process Regression (GP Regression) is proposed to estimate consumer confidence index (CCI) at least several months in advance.
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•Posted Content
Social media data reveals signal for public consumer perceptions
TL;DR: In this paper, a robust non-parametric Bayesian modeling framework grounded in Gaussian Process Regression (GP Regression) is proposed to estimate consumer confidence index (CCI).
Multi-Layer Coupled Hidden Markov Model for Cross-Market Behavior Analysis and Trend Forecasting
TL;DR: A new approach Multi-layer Coupled Hidden Markov Model (MCHMM) for Hierarchical Cross-market Behavior Analysis (HCBA) is proposed, namely exploring the complex coupling relationships between variables of markets from a country and couplings between markets from various countries, to forecast a stock market’s movements.