Font Size: a A A

Multifractal Detrended Cross-Correlation Analysis Of BVP Model Time Series

Posted on:2013-02-18Degree:MasterType:Thesis
Country:ChinaCandidate:C F XueFull Text:PDF
GTID:2210330371978376Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
The Bonhoeffer-van der Pol (BVP) oscillator has widely application in the modeling of biological processes, and it also has rich nonlinear behavior including different topological properties between the continuous-time BVP oscillator and the discrete one. Multifractal Detrended Cross-Correlation analysis (MF-DCCA) has proved useful in describing the correlations and detecting the scaling exponent of time series. We investigate the auto-correlations and cross-correlations of the time series in BVP model by using the MF-DCCA method. Our results show that there exist long range auto-correlations and cross-correlations in the BVP model time series, and that multifractal features are significant in the analyzed BVP model.
Keywords/Search Tags:auto-correlation, cross-correlation, Multifractal DetrendedCross-Correlation analysis (MF-DCCA), Bonhoeffer-van der Pol (BVP) model, Multifractality
PDF Full Text Request
Related items