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Cross-correlation between time series of vehicles and passengers
Zebende, G.F.; Filho, A. Machado - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 23, pp. 4863-4866
detrended cross-correlation analysis (DCCA) method. The DCCA method is designed to investigate power-law cross correlations …
Persistent link: https://www.econbiz.de/10010874226
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Autocorrelation and cross-correlation in time series of homicide and attempted homicide
Machado Filho, A.; da Silva, M.F.; Zebende, G.F. - In: Physica A: Statistical Mechanics and its Applications 400 (2014) C, pp. 12-19
-Correlation Analysis (DCCA), and DCCA cross-correlation coefficient, ρDCCA(n). Through this analysis we can identify a positive cross …
Persistent link: https://www.econbiz.de/10011062271
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A new correlation coefficient for bivariate time-series data
Erdem, Orhan; Ceyhan, Elvan; Varli, Yusuf - In: Physica A: Statistical Mechanics and its Applications 414 (2014) C, pp. 274-284
new correlation coefficient with Pearson’s correlation coefficient and Detrended Cross-Correlation Analysis (DCCA) via …
Persistent link: https://www.econbiz.de/10010931520
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Study of cross-correlation in a self-affine time series of taxi accidents
Zebende, G.F.; da Silva, P.A.; Machado Filho, A. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 9, pp. 1677-1683
in cases of taxi accidents. For this purpose, we apply the DCCA method and show that the cross-correlation can be divided …
Persistent link: https://www.econbiz.de/10010589944
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A new approach to quantify power-law cross-correlation and its application to commodity markets
He, Ling-Yun; Chen, Shu-Peng - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 21, pp. 3806-3814
-correlation between two correlated non-stationary time series by combining Detrended Cross-Correlation Analysis (DCCA) and Detrended … Moving Average (DMA). In order to compare the performance of DMCA and DCCA in the detection of cross-correlation, and to … that the performance of this new approach is comparable to DCCA with less calculating amounts; our method can also reduce …
Persistent link: https://www.econbiz.de/10010591815
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Network robustness and random processes
Vodák, Rostislav; Bíl, Michal; Sedoník, Jiří - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 368-382
We introduce two new measures of network robustness and apply them to four different strategies. The measures are independent from the number of nodes in the network and have the strong potential to cover a large portfolio of applications. Using the Monte-Carlo methods, we demonstrate how to...
Persistent link: https://www.econbiz.de/10011209647
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Magnetic properties of core–shell (1/2–3/2) nanoparticle: Monte Carlo simulation
Dakir, O.; El Kenz, A.; Benyoussef, A. - In: Physica A: Statistical Mechanics and its Applications 426 (2015) C, pp. 45-55
In this work, a Monte Carlo simulation, based on standard Metropolis algorithm, has been applied to investigate magnetic properties of a ferrimagnetic nanoparticle, with a cubic shape and core–shell structure. The nanoparticle is constituted of spin-1/2 in the core surrounded by spin-3/2 in...
Persistent link: https://www.econbiz.de/10011209680
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Monte Carlo study of force induced melting of DNA hairpin
Suman Kalyan, M.; Murthy, K.P.N. - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 38-45
Thermodynamic properties of a DNA hairpin are investigated employing non-Boltzmann Monte Carlo simulation. We model the DNA hairpin as a polymer on a two dimensional square lattice. We Consider bond fluctuation model with each bead occupying four-sites. The system exhibits a transition from a...
Persistent link: https://www.econbiz.de/10011209681
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Magnetic properties of double perovskite Sr2CrReO6: Mean field approximation and Monte Carlo simulation
El Rhazouani, O.; Benyoussef, A.; Naji, S.; El Kenz, A. - In: Physica A: Statistical Mechanics and its Applications 397 (2014) C, pp. 31-39
The double perovskite (DP) Sr2CrReO6, with its high Curie temperature, is a good candidate for magneto-electric and magneto-optic applications. Thus, a theoretical study by Monte Carlo Simulation (MCS) and Mean Field Approximation (MFA) in the context of the Ising model is important for a better...
Persistent link: https://www.econbiz.de/10010738220
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Phase diagram of a model alloy with lattice misfit
Fischer, D; Nielaba, P - In: Physica A: Statistical Mechanics and its Applications 279 (2000) 1, pp. 287-295
The influence of elastic interactions on the phase diagram of a two-dimensional model binary alloy with antiferromagnetic nearest and ferromagnetic next-nearest-neighbor-type interactions is studied by Monte Carlo simulations and finite size scaling techniques. The elastic interaction leads to a...
Persistent link: https://www.econbiz.de/10010871741