Quantification of cross correlations in complex spatiotemporal systems.
We propose a design of the equal time correlation matrix suitable for the analysis of multivariate time series with ill-defined phases. We present the cross-correlation analysis of model data sets taken from coupled stochastic oscillators and compare the concept with the results obtained from a conventional correlation matrix analysis. We show that the concept provides a higher sensitivity combined with a better statistical significance when quantifying weak cross correlations.
Müller
Markus
M
Facultad de Ciencias, Universidad Autónoma del Estado de Morelos, 62210 Cuernavaca, Morelos, Mexico. muellerm@servm.fc.uaem.mx
Wegner
Katja
K
Kummer
Ursula
U
Baier
Gerold
G