Portal de Periódicos da CAPES

Artigo Acesso aberto Produção Nacional Revisado por pares

BIBTEX RIS

Study of cross-correlation in a self-affine time series of taxi accidents

2011; Elsevier BV; Volume: 390; Issue: 9 Linguagem: Inglês

10.1016/j.physa.2010.12.038

1873-2119

Gilney Figueira Zebende, Priscila Andrade da Silva, Aloísio Machado da Silva Filho,

Financial Risk and Volatility Modeling

We study in this paper the cross-correlation between self-affine time series of real variables recorded simultaneously in cases of taxi accidents. For this purpose, we apply the DCCA method and show that the cross-correlation can be divided into three distinct groups, if we look for the detrended covariance function, i.e., long-range cross-correlations, short-range cross-correlations and no cross-correlations. Finally, it will be seen that the detrended covariance function is robust, if compared with other methods, in identifying these types of cross-correlations.