title: Quantification of cross correlations in complex spatiotemporal systems.
abstract: 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.
authors.affiliation: Facultad de Ciencias, Universidad Autónoma del Estado de Morelos, 62210 Cuernavaca, Morelos, Mexico. muellerm@servm.fc.uaem.mx
authors.forename: Markus
authors.initials: M
authors.lastname: Müller
authors.forename: Katja
authors.initials: K
authors.lastname: Wegner
authors.forename: Ursula
authors.initials: U
authors.lastname: Kummer
authors.forename: Gerold
authors.initials: G
authors.lastname: Baier