scholarly journals 10-Months Study Regarding the COVID-19 Spreading in Romanian Counties

2021 ◽  
Author(s):  
Cristina Gena Dascalu ◽  
Magda Ecaterina Antohe ◽  
Victor Lorin Purcarea
Keyword(s):  
Time Series ◽  
Medical Staff ◽  
Ministry Of Health ◽  
Spreading Pattern ◽  
Cross Correlations ◽  
The Cross

The paper analyzes the evolution of COVID-19 cases in Romanian counties over a period of 10 months, to highlight possible similarities that may contribute to a better understanding of the spreading pattern. The study uses the numbers of active cases for each county in Romania, as well as Bucharest and the whole country, reported daily by the Romanian Ministry of Health (https://datelazi.ro) between April 2nd, 2020 and January 25th, 2021. We compared the disease’s evolution in Suceava county (the first outbreak of spread) with other counties in Romania in order to highlight the gaps between them. We calculated the cross-correlations between counties, interpreted as time series. The recorded lags varied between 1–15 days, the most counties having a lag of 6–7 days compared with Suceava. Therefore, on long term there are no important discrepancies between the regions in Romania regarding the evolution of the disease, which shows that the intervention efforts of the medical staff were uniform in efficiency. The existence of a lag of only one day between Suceava and the whole country shows that on long term, even in this county the situation is not very discrepant, belonging to the general evolution.

scholarly journals Modeling Complex System Correlation Using Detrended Cross-Correlation Coefficient

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Keqiang Dong ◽  
Hong Zhang ◽  
You Gao
Keyword(s):  
Complex System ◽  
Time Series ◽  
Correlation Coefficient ◽  
Cross Correlation ◽  
Heavy Tails ◽  
Correlation Property ◽  
Traffic Time Series ◽  
Cross Correlations ◽  
The Cross ◽  
Active Research

The understanding of complex systems has become an area of active research for physicists because such systems exhibit interesting dynamical properties such as scale invariance, volatility correlation, heavy tails, and fractality. We here focus on traffic dynamic as an example of a complex system. By applying the detrended cross-correlation coefficient method to traffic time series, we find that the traffic fluctuation time series may exhibit cross-correlation characteristic. Further, we show that two traffic speed time series derived from adjacent sections exhibit much stronger cross-correlations than the two speed series derived from adjacent lanes. Similarly, we also demonstrate that the cross-correlation property between the traffic volume variables from two adjacent sections is stronger than the cross-correlation property between the volume variables of adjacent lanes.

scholarly journals Investigations of Broad Line Region Structure and Kinematics Using Variability

1989 ◽  
Vol 134 ◽  
pp. 93-95
Author(s):  
C. Martin Gaskell ◽  
Anuradha P. Koratkar ◽  
Linda S. Sparke
Keyword(s):  
Time Series ◽  
Cross Correlation ◽  
Sampling Interval ◽  
Broad Line ◽  
Line Flux ◽  
Line Region ◽  
Cross Correlations ◽  
The Mean ◽  
The Cross ◽  
The Continuum

Gaskell and Sparke (1986) showed that one can determine the sizes of BLRs more accurately that the mean sampling interval by cross-correlating the continuum flux time series with a line flux time series. The position of the peak in the cross-correlation function (CCF) and its shape give an indication of the BLR size. The technique is explained in detail in Gaskell and Peterson (1987). The widely propagated misunderstanding is that the method involves simply interpolating both time series and cross-correlating them (in which case the CCF is dominated by the cross-correlations of “made-up” data). Actually the method involves cross correlating the observed points in one time series (continuum, say) with the linear interpolations of the other series (line flux). The line flux time series must always be smoother than the continuum time series it is derived from. We have usually employed the method with the interpolation done both ways round and averaged them (to reduce errors due to the interpolation) and we can intercompare the two results (to investigate errors).

Time-Series and Dynamic Cross-Correlations Analysis on Unexpected Information: Evidence from Media News and Online Postings

2019 ◽  
Vol 19 (02) ◽  
pp. 2050011
Author(s):  
Yan Li ◽  
Xiangyu Kong ◽  
Xiao Li ◽  
Zuochao Zhang
Keyword(s):  
Mass Media ◽  
New Media ◽  
Trading Volume ◽  
Cross Correlation ◽  
Short Term ◽  
Cross Correlations ◽  
The Cross ◽  
The One ◽  
The Relationship

In this paper, we investigate the relationship between unexpected information from postings and news, and the unexpected information is measured by the residual of regressions of trading volume on numbers of news or postings. We mainly find that (i) There are significant positive contemporaneous correlations between the unexpected information coming from postings and different kinds of news; the correlation between the unexpected information coming from postings and new media news is stronger than that between the unexpected information coming from postings and mass media news; (ii) The unexpected information coming from postings could cause the unexpected information coming from news, but only the unexpected information coming from the mass media news could cause that coming from postings; (iii) There are persistent power-law cross-correlations between the unexpected information coming from postings and that coming from mass media news and new media news. The cross-correlation between the unexpected information coming from postings and new media news is more persistent than the one between the unexpected information coming from postings and mass media news. The cross-correlations are all more stable in long term than in short term. We attribute our findings above to the dissemination speed of the information on the Internet.

Multiscale Multifractal Detrended Cross-Correlation Analysis of High-Frequency Financial Time Series

2019 ◽  
Vol 18 (03) ◽  
pp. 1950014 ◽  
Author(s):  
Jingjing Huang ◽  
Danlei Gu
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
High Frequency ◽  
Cross Correlation ◽  
Financial Time Series ◽  
Chinese Market ◽  
Change Of Scale ◽  
Cross Correlation Analysis ◽  
Cross Correlations ◽  
The Cross

In order to obtain richer information on the cross-correlation properties between two time series, we introduce a method called multiscale multifractal detrended cross-correlation analysis (MM-DCCA). This method is based on the Hurst surface and can be used to study the non-linear relationship between two time series. By sweeping through all the scale ranges of the multifractal structure of the complex system, it can present more information than the multifractal detrended cross-correlation analysis (MF-DCCA). In this paper, we use the MM-DCCA method to study the cross-correlations between two sets of artificial data and two sets of 5[Formula: see text]min high-frequency stock data from home and abroad. They are SZSE and SSEC in the Chinese market, and DJI and NASDAQ in the US market. We use Hurst surface and Hurst exponential distribution histogram to analyze the research objects and find that SSEC, SZSE and DJI, NASDAQ all show multifractal properties and long-range cross-correlations. We find that the fluctuation of the Hurst surface is related to the positive and negative of [Formula: see text], the change of scale range, the difference of national system, and the length of time series. The results show that the MM-DCCA method can give more abundant information and more detailed dynamic processes.

Dynamic Cross-Correlations between Investors’ Attention and CSI300 Index Futures

2019 ◽  
Vol 18 (04) ◽  
pp. 1950022
Author(s):  
Xiong Xiong ◽  
Kewei Xu ◽  
Dehua Shen
Keyword(s):  
Cross Correlation ◽  
Futures Market ◽  
Relative Activity ◽  
Short Term ◽  
Index Futures ◽  
Search Volume ◽  
Cross Correlation Analysis ◽  
Cross Correlations ◽  
The Cross

Using search volume on Baidu Index as the proxy for investors’ attention, we investigate the dynamic nonlinear relationship between investors’ attention and CSI300 index futures market. Multifractal detrend cross-correlation analysis (MF-DCCA) is employed to explore the multifractal features of the cross-correlations between investors’ attention and the return and relative activity of index futures market. We find that the power-law cross-correlations between investors’ attention and CSI300 index futures market are stronger in the short term than in the long term, and the cross-correlations are significantly multifractal. Precisely, the cross-correlation between abnormal search volume (ASV) and the relative activity is persistent, and the cross-correlation between ASV and return of IF is persistent in the short term but weakly anti-persistent in the long term. Besides, we also find that, with the restriction on index futures market, the cross-correlations between investors’ attention and CSI300 index futures market become less stable.

Generation of synthetic cross-correlated water demand time series

2013 ◽  
Vol 13 (4) ◽  
pp. 977-986 ◽  
Author(s):  
N. Ansaloni ◽  
S. Alvisi ◽  
M. Franchini
Keyword(s):  
Time Series ◽  
Water Demand ◽  
Distribution System ◽  
Water Distribution ◽  
Cross Correlation ◽  
Time Lags ◽  
Cross Correlations ◽  
The Cross ◽  
Water Districts

This paper presents a procedure for generating synthetic district-level series of hourly water demand coefficients cross-correlated in space (between districts) and time. The procedure consists of two steps: (1) generation of hourly water demand coefficients which respect, for each hour of the day, pre-assigned means and variances; and (2) introduction of the cross-correlation at different time lags through the application of a method which implies the reordering of the data generated at step 1. The procedure was applied to a case study of the Ferrara water distribution system with the aim of generating cross-correlated synthetic series of hourly water demand coefficients for the 19 water districts making it up. It was observed that the application of the method for introducing the cross-correlation (step 2) causes numerical problems when a large number of water districts are involved and the cross-correlations are considered at many time lags; this problem is solved by carrying out an appropriate regularization of the observed cross-correlation matrix. The results obtained show that overall the proposed procedure constitutes a valid tool for generating synthetic water demand time series with pre-assigned characteristics in terms of means, variances and cross-correlation at different time lags.

scholarly journals LONG-TERM NEARSHORE BATHYMETRY EVOLUTION FROM VIDEO IMAGERY: A CASE STUDY IN THE MIYAZAKI COAST

2012 ◽  
Vol 1 (33) ◽  
pp. 60 ◽  
Author(s):  
Haijiang Liu ◽  
Makoto Arii ◽  
Shinji Sato ◽  
Yoshimitsu Tajima
Keyword(s):  
Time Series ◽  
Mapping Technique ◽  
Target Area ◽  
Eof Analysis ◽  
Beach Profile ◽  
Ground Truth Data ◽  
Video Imagery ◽  
The Mean ◽  
The Cross

A four-year evaluation of the nearshore morphology based on video imagery was conducted in the Miyazaki coast, Japan. An automatic nearshore bathymetry mapping technique was developed based on the linear wave dispersion relationship, in which the wave phase velocity was estimated from the cross-correlation of neighboring pixels’ brightness time series. Bathymetry estimation was carried out at both low and high tide levels of each day and integrated over a 7-day period which includes both the neap and spring tides. Model validation shows the present technique reproduced the ground truth data fairly well with a bias generally less than 0.3 m in the surf zone. In total, 88 bathymetry data were obtained within the investigation period. Subsequently, a two dimensional Empirical Orthogonal Function (EOF) analysis was applied to the time series of the obtained nearshore bathymetry data in order to investigate their long-term morphological behavior. Results from the first three modes of the EOF analysis represent the bathymetry variation from the nearshore response due to the cross-shore processes. The first mode reveals the coastal erosion occurred during the study period with a net loss of sand volume in the target region. Erosion was severe before December 2008, especially in the offshore region, and mitigated afterwards resulting a relatively equilibrium stage for the mean beach profile. The second mode shows the mean beach profile rotated in an anti-clockwise direction around a cross-shore location of 50 m away from the present shoreline, which led to a milder beach slope in the study period. The third mode represents the cross-shore movement of the longshore bar. Higher modes of the EOF analysis, such as fourth, fifth and sixth modes, correspond to the bathymetry variation due to the longshore sediment movement which frequently changed its direction as indicated from a number of nodal points in the relevant temporal eigenfunction distribution. Based on the EOF analysis, it is also confirmed that the nearshore morphological process in the target area was predominant by the cross-shore sand movement.

MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS

Fractals ◽  
2012 ◽  
Vol 20 (03n04) ◽  
pp. 271-279 ◽  
Author(s):  
JING WANG ◽  
PENGJIAN SHANG ◽  
WEIJIE GE
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Cross Correlation ◽  
Moving Average ◽  
Statistical Moments ◽  
Comparative Performance ◽  
Cross Correlation Analysis ◽  
Cross Correlations ◽  
Better Than

We introduce a new method, multifractal cross-correlation analysis based on statistical moments (MFSMXA), to investigate the long-term cross-correlations and cross-multifractality between time series generated from complex system. Efficiency of this method is shown on multifractal series, comparing with the well-known multifractal detrended cross-correlation analysis (MFXDFA) and multifractal detrending moving average cross-correlation analysis (MFXDMA). We further apply this method on volatility time series of DJIA and NASDAQ indices, and find some interesting results. The MFSMXA has comparative performance with MFXDMA and sometimes perform slightly better than MFXDFA. Multifractal nature exists in volatility series. In addition, we find that the cross-multifractality of volatility series is mainly due to their cross-correlations, via comparing the MFSMXA results for original series with those for shuffled series.

Creativity in Sociocultural Systems

2019 ◽  
pp. 269-284
Author(s):  
Dean Keith Simonton
Keyword(s):  
Macro Level ◽  
Historical Overview ◽  
Creative Activity ◽  
Cross Sectional ◽  
Individual Level ◽  
Short And Long Term ◽  
The Cross ◽  
Sociocultural Systems

Although psychologists typically see creativity as an individual-level event, sociologists and cultural anthropologists are more likely to view it as a sociocultural phenomenon. This phenomenon takes place at the level of relatively large and enduring collectives, such as cultures, nations, and even whole civilizations. This chapter reviews the extensive research on such macro-level creativity. The review begins with a historical overview before turning to the cross-sectional research on the creative Ortgeist, a subject that encompasses the factors that influence the relative creativity of both preliterate cultures and entire modern nations. From there the chapter turns to role of the Zeitgeist in affecting the creativity of civilizations across time—the rise and fall of creative activity. This research examines both quantitative and qualitative causes that operate both short- and long-term.

scholarly journals Aerosol optical depth retrievals at the Izaña Atmospheric Observatory from 1941 to 2013 by using artificial neural networks

2016 ◽  
Vol 9 (1) ◽  
pp. 53-62 ◽  
Author(s):  
R. D. García ◽  
O. E. García ◽  
E. Cuevas ◽  
V. E. Cachorro ◽  
A. Barreto ◽  
...  
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Artificial Neural Networks ◽  
Aerosol Optical Depth ◽  
Optical Depth ◽  
Mineral Dust ◽  
Dust Particles ◽  
Filter Radiometer ◽  
Artificial Neural

Abstract. This paper presents the reconstruction of a 73-year time series of the aerosol optical depth (AOD) at 500 nm at the subtropical high-mountain Izaña Atmospheric Observatory (IZO) located in Tenerife (Canary Islands, Spain). For this purpose, we have combined AOD estimates from artificial neural networks (ANNs) from 1941 to 2001 and AOD measurements directly obtained with a Precision Filter Radiometer (PFR) between 2003 and 2013. The analysis is limited to summer months (July–August–September), when the largest aerosol load is observed at IZO (Saharan mineral dust particles). The ANN AOD time series has been comprehensively validated against coincident AOD measurements performed with a solar spectrometer Mark-I (1984–2009) and AERONET (AErosol RObotic NETwork) CIMEL photometers (2004–2009) at IZO, obtaining a rather good agreement on a daily basis: Pearson coefficient, R, of 0.97 between AERONET and ANN AOD, and 0.93 between Mark-I and ANN AOD estimates. In addition, we have analysed the long-term consistency between ANN AOD time series and long-term meteorological records identifying Saharan mineral dust events at IZO (synoptical observations and local wind records). Both analyses provide consistent results, with correlations  >  85 %. Therefore, we can conclude that the reconstructed AOD time series captures well the AOD variations and dust-laden Saharan air mass outbreaks on short-term and long-term timescales and, thus, it is suitable to be used in climate analysis.

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