{"paper":{"title":"Detrended Cross-Correlation Analysis Consistently Extended to Multifractality","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.ST"],"primary_cat":"physics.data-an","authors_text":"Jaros{\\l}aw Kwapie\\'n, Marcin Forczek, Pawe{\\l} O\\'swi\\c{e}cimka, Stanis{\\l}aw Dro\\.zd\\.z, Stanis{\\l}aw Jadach","submitted_at":"2013-08-28T13:11:30Z","abstract_excerpt":"We propose a novel algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is able to properly identify and quantify subtle characteristics of multifractal cross-correlations between two time series. Our motivation for introducing this algorithm is that the already existing methods like MF-DXA have at best serious limitations for most of the signals describing complex natural processes and often indicate multifractal cross-correlations when there are none. The principal component of the present"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1308.6148","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}