In this paper, a new coefficient is proposed with the objective of quantifying the level of cross-correlation between nonstationary time series. This cross-correlation coefficient is defined in terms of the DFA method and the DCCA method. The implementation of this cross-correlation coefficient...

In this paper we propose, analyze and also quantify cross-correlations between climatological data. For this purpose we adopt the DCCA cross-correlation coefficient ρDCCA. In order to accomplish this goal, we calculate the cross-correlation between time series of air temperature and relative...

We propose in this paper to establish a well-defined relationship between αDFA (the long range auto-correlation exponent) and λDCCA (the long range cross-correlation exponent), respectively described by the DFA and DCCA methods. This relationship will be accomplished theoretically by...