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People Recognition by RGB and NIR Analysis from Digital Image Database Using Cross-Correlation and Wavelets
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作者 David Martínez-Martínez Yedid Erandini Niño-Membrillo +3 位作者 José Francisco Solís-Villarreal Oscar Espinoza-Ortega Lizbeth Sandoval-Juárez Francisco Javier Núñez-García 《Engineering(科研)》 2024年第10期353-359,共7页
This document presents a framework for recognizing people by palm vein distribution analysis using cross-correlation based signatures to obtain descriptors. Haar wavelets are useful in reducing the number of features ... This document presents a framework for recognizing people by palm vein distribution analysis using cross-correlation based signatures to obtain descriptors. Haar wavelets are useful in reducing the number of features while maintaining high recognition rates. This experiment achieved 97.5% of individuals classified correctly with two levels of Haar wavelets. This study used twelve-version of RGB and NIR (near infrared) wavelength images per individual. One hundred people were studied;therefore 4,800 instances compose the complete database. A Multilayer Perceptron (MLP) was trained to improve the recognition rate in a k-fold cross-validation test with k = 10. Classification results using MLP neural network were obtained using Weka (open source machine learning software). 展开更多
关键词 Palm Vein Recognition cross-correlation Haar Wavelets Multilayer Perceptron
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Cross-Correlation between Global Temperature and Atmospheric CO2 with a Temperature-Leading Time Lag
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作者 Masaharu Nishioka 《Atmospheric and Climate Sciences》 2024年第4期484-494,共11页
The temperature change and rate of CO2 change are correlated with a time lag, as reported in a previous paper. The correlation was investigated by calculating a correlation coefficient r of these changes for selected ... The temperature change and rate of CO2 change are correlated with a time lag, as reported in a previous paper. The correlation was investigated by calculating a correlation coefficient r of these changes for selected ENSO events in this study. Annual periodical increases and decreases in the CO2 concentration were considered, with a regular pattern of minimum values in August and maximum values in May each year. An increased deviation in CO2 and temperature was found in response to the occurrence of El Niño, but the increase in CO2 lagged behind the change in temperature by 5 months. This pattern was not observed for La Niña events. An increase in global CO2 emissions and a subsequent increase in global temperature proposed by IPCC were not observed, but an increase in global temperature, an increase in soil respiration, and a subsequent increase in global CO2 emissions were noticed. This natural process can be clearly detected during periods of increasing temperature specifically during El Niño events. The results cast strong doubts that anthropogenic CO2 is the cause of global warming. 展开更多
关键词 Global Warming Thermally-Induced CO2 Soil Respiration cross-correlation Coefficient Time Lag El Niño
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Composition of high frequency ambient noise from cross-correlation:A case study using a small aperture array 被引量:6
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作者 Weitao Wang Sidao Ni Baoshan Wang 《Earthquake Science》 CSCD 2010年第5期433-438,共6页
Long-time cross correlation of ambient noise has been proved as a powerful tool to extract Green's function between two receivers. The study of composition of ambient noise is important for a better understanding of ... Long-time cross correlation of ambient noise has been proved as a powerful tool to extract Green's function between two receivers. The study of composition of ambient noise is important for a better understanding of this method. Previous studies confirm that ambient noise in the long period (3 s and longer) mostly consists of surface wave, and 0.25-2.5 s noise consists more of body waves. In this paper, we perform cross correlation processing at much higher frequency (30-70 Hz) using ambient noise recorded by a small aperture array. No surface waves emerge from noise correlation function (NCF), but weak P waves emerge. The absence of surface wave in NCF is not due to high attenuation since surface waves are strong from active source, therefore probably the high ambient noise mostly consists of body wave and lacks surface wave. Origin of such high frequency body waves in ambient noise remains to be studied. 展开更多
关键词 ambient noise cross correlation Green's function body wave high frequency
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Detection of Mechanical Deformation in Old Aged Power Transformer Using Cross Correlation Co-Efficient Analysis Method 被引量:2
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作者 Asif Islam Shahidul Islam Khan Aminul Hoque 《Energy and Power Engineering》 2011年第4期585-591,共7页
Detection of minor faults in power transformer active part is essential because minor faults may develop and lead to major faults and finally irretrievable damages occur. Sweep Frequency Response Analysis (SFRA) is an... Detection of minor faults in power transformer active part is essential because minor faults may develop and lead to major faults and finally irretrievable damages occur. Sweep Frequency Response Analysis (SFRA) is an effective low-voltage, off-line diagnostic tool used for finding out any possible winding displacement or mechanical deterioration inside the Transformer, due to large electromechanical forces occurring from the fault currents or due to Transformer transportation and relocation. In this method, the frequency response of a transformer is taken both at manufacturing industry and concern site. Then both the response is compared to predict the fault taken place in active part. But in old aged transformers, the primary reference response is unavailable. So Cross Correlation Co-Efficient (CCF) measurement technique can be a vital process for fault detection in these transformers. In this paper, theoretical background of SFRA technique has been elaborated and through several case studies, the effectiveness of CCF parameter for fault detection has been represented. 展开更多
关键词 Core Damage RADIAL DEFORMATION AXIAL DEFORMATION SWEEP Frequency Response Analysis cross correlation Co-efficient Power Transformer
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Reconstruction of sub cross-correlation cancellation technique for unambiguous acquisition of BOC(kn, n) signals 被引量:5
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作者 JI Yuanfa CHEN Xiaoqian +2 位作者 FU Qiang SUN Xiyan ZHEN Weimin 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2019年第5期852-860,共9页
In order to solve the problem of ambiguous acquisition of BOC signals caused by its property of multiple peaks,an unambiguous acquisition algorithm named reconstruction of sub cross-correlation cancellation technique(... In order to solve the problem of ambiguous acquisition of BOC signals caused by its property of multiple peaks,an unambiguous acquisition algorithm named reconstruction of sub cross-correlation cancellation technique(RSCCT)for BOC(kn,n)signals is proposed.In this paper,the principle of signal decomposition is combined with the traditional acquisition algorithm structure,and then based on the method of reconstructing the correlation function.The method firstly gets the sub-pseudorandom noise(PRN)code by decomposing the local PRN code,then uses BOC(kn,n)and the sub-PRN code cross-correlation to get the sub cross-correlation function.Finally,the correlation peak with a single peak is obtained by reconstructing the sub cross-correlation function so that the ambiguities of BOC acquisition are removed.The simulation shows that RSCCT can completely eliminate the side peaks of BOC(kn,n)group signals while maintaining the narrow correlation of BOC,and its computational complexity is equivalent to sub carrier phase cancellation(SCPC)and autocorrelation side-peak cancellation technique(ASPeCT),and it reduces the computational complexity relative to BPSK-like.For BOC(n,n),the acquisition sensitivity of RSCCT is 3.25 dB,0.81 dB and 0.25 dB higher than binary phase shift keying(BPSK)-like,SCPC and ASPeCT at the acquisition probability of 90%,respectively.The peak to average power ratio is 1.91,3.0 and 3.7 times higher than ASPeCT,SCPC and BPSK-like at SNR=–20 dB,respectively.For BOC(2n,n),the acquisition sensitivity of RSCCT is 5.5 dB,1.25 dB and 2.69 dB higher than BPSK-like,SCPC and ASPeCT at the acquisition probability of 90%,respectively.The peak to average power ratio is 1.02,1.68 and 2.12 times higher than ASPeCT,SCPC and BPSK-like at SNR=–20 dB,respectively. 展开更多
关键词 signal decomposition SUB cross-correlation reconstructingcorrelation function ACQUISITION performance
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Teleseismic body waves extracted from ambient noise cross correlation between F-net and Chin Array phase Ⅱ 被引量:1
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作者 Lin Deng Weitao Wang +1 位作者 Fang Wang Songyong Yuan 《Earthquake Research Advances》 CSCD 2022年第1期33-43,共11页
The vertical-vertical noise cross-correlation functions(NCFs)between two seismic arrays,the Japan F-net and Chin Array phase Ⅱ,are calculated using continuous recordings during 2013-2016.After array interferometry to... The vertical-vertical noise cross-correlation functions(NCFs)between two seismic arrays,the Japan F-net and Chin Array phase Ⅱ,are calculated using continuous recordings during 2013-2016.After array interferometry to obtain bin stacked NCFs,clear body waves are retrieved at different period bands.Teleseismic direct P waves for distance 15-40 degrees are observed between short period 3-10 s while core reflected PcP/ScS waves are more obvious for longer period 30-60 s.The signal-to-noise-ratio(SNR)of the short period P waves reaches its highest point with bin widths around 20 km while SNRs of PcP and ScS increase slowly with bin width.All those body waves demonstrate clear directivity with strong signals traveling from the east.The time-lapse SNR variations for the PcP and ScS show correlation with the occurrence of major earthquakes,while the P-wave SNR demonstrates seasonal variations with additional contribution from major earthquakes.The present results suggest teleseismic body waves can be retrieved through bin stacking,though further processing is still necessary to obtain finer waveforms such as P wave triplications. 展开更多
关键词 Noise cross correlation Body waves Array interferometry ChinArray
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Estimation of Cloud Motion Using Cross-Correlation 被引量:6
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作者 李振军 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 1998年第2期144-149,共6页
This paper describes the estimation of cloud motion using lag cross-correlation. In order to compute the lag cross correlation, the Bayes Decision method is used first to identify cloud and surface of earth. Then clou... This paper describes the estimation of cloud motion using lag cross-correlation. In order to compute the lag cross correlation, the Bayes Decision method is used first to identify cloud and surface of earth. Then cloud motion vectors are retrieved at a subset of points through multiple applications of a cross-correlation analysis. An objective analysis is used to define displacement at every satellite pixel throughout the domain and smooth the local inconsistencies. Cloud motions are then produced with a backward trajectory technique by using these displacement vectors. 展开更多
关键词 Satellite cloud image Cloud motion cross-correlation Cloud identification
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Detrended cross-correlation analysis of electroencephalogram 被引量:5
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作者 Wang Jun Zhao Da-Qing 《Chinese Physics B》 SCIE EI CAS CSCD 2012年第2期577-580,共4页
In the paper we use detrended cross-correlation analysis (DCCA) to study the electroencephalograms of healthy young subjects and healthy old subjects. It is found that the cross-correlation between different leads o... In the paper we use detrended cross-correlation analysis (DCCA) to study the electroencephalograms of healthy young subjects and healthy old subjects. It is found that the cross-correlation between different leads of a healthy young subject is larger than that of a healthy old subject. It was shown that the cross-correlation relationship decreases with the aging process and the phenomenon can help to diagnose whether the subject's brain function is healthy or not. 展开更多
关键词 detrended cross-correlation analysis ELECTROENCEPHALOGRAM brain function aging process
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RESEARCH ON THE ALGORITHM OF BINARY IMAGE CROSS-CORRELATION FOR UNSTEADY FLOW FIELD MEASUREMENT 被引量:2
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作者 阮晓东 宋向群 YamamotoFujio 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 1999年第1期32-38,共7页
The algorithm of Binary Image Cross-Correlation (BICC) was developed to measure the unsteady flow field. A vortex flow field was used to test the algorithm by numerical simulation. The results show that BICC is an e... The algorithm of Binary Image Cross-Correlation (BICC) was developed to measure the unsteady flow field. A vortex flow field was used to test the algorithm by numerical simulation. The results show that BICC is an effective algorithm for particle identification from consecutive images, the accurate velocity vector field can be obtained. The real velocity field in a valve chamber was measured by BICC in this study. From the full-field velocity information, the pressure and vorticity fields were also extracted by post-processing. (Edited author abstract) 6 Refs. 展开更多
关键词 PIV cross-correlation particle identification POST-PROCESSING
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Public cloud computing for seismological research:Calculating large-scale noise cross-correlations using ALIYUN 被引量:3
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作者 Weitao Wang Baoshan Wang Xiufen Zheng 《Earthquake Science》 CSCD 2018年第5期227-233,共7页
The amount of seismological data is rapidly increasing with accumulating observational time and increasing number of stations, requiring modern technique to provide adequate computing power. In present study, we propo... The amount of seismological data is rapidly increasing with accumulating observational time and increasing number of stations, requiring modern technique to provide adequate computing power. In present study, we proposed a framework to calculate large-scale noise crosscorrelation functions(NCFs) using public cloud service from ALIYUN. The entire computation is factorized into small pieces which are performed parallelly on specified number of virtual servers provided by the cloud. Using data from most seismic stations in China, five NCF databases are built. The results show that, comparing to the time cost using a single server, the entire time can be reduced over two orders of magnitude depending number of evoked virtual servers. This could reduce computation time from months to less than 12 hours. Based on obtained massive NCFs, the global body waves are retrieved through array interferometry and agree well with those from earthquakes. This leads to a solution to process massive seismic dataset within an affordable time and is applicable to other large-scale computing in seismological researches. 展开更多
关键词 cloud computing ambient noise cross-correlation global body wave
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Time correction of the ocean bottom seismometers deployed at the southwest Indian ridge using ambient noise cross-correlation 被引量:5
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作者 LIU Yunlong LIU Cai +8 位作者 TAO Chunhui YAO Huajian QIU Lei WANG Ao RUAN Aiguo WANG Hanchuang ZHOU Jianping LI Huaiming DONG Chuanwan 《Acta Oceanologica Sinica》 SCIE CAS CSCD 2018年第5期39-46,共8页
Seismic monitoring using ocean bottom seismometers(OBS) is an efficient method for investigating earthquakes in mid-ocean ridge far away from land. Clock synchronization among the OBSs is difficult without direct co... Seismic monitoring using ocean bottom seismometers(OBS) is an efficient method for investigating earthquakes in mid-ocean ridge far away from land. Clock synchronization among the OBSs is difficult without direct communication because electromagnetic signals cannot propagate efficiently in water. Time correction can be estimated through global positioning system(GPS) synchronization if clock drift is linear before and after the deployment. However, some OBSs in the experiments at the southwest Indian ridge(SWIR) on the Chinese DY125-34 cruise had not been re-synchronized from GPS after recovery. So we attempted to estimate clock drift between each station pairs using time symmetry analysis(TSA) based on ambient noise cross-correlation. We tested the feasibility of the TSA method by analyzing daily noise cross-correlation functions(NCFs) that extract from the data of another OBS experiment on the Chinese DY125-40 cruise with known clock drift and the same deployment site. The results suggest that the NCFs' travel time of surface wave between any two stations are symmetrical and have an opposite growing direction with the date. The influence of different band-pass filters,different components and different normalized methods was discussed. The TSA method appeared to be optimal for the hydrophone data within the period band of 2–5 s in dozens of km-scale interstation distances. A significant clock drift of ~2 s was estimated between OBSs sets through linear regression during a 108-d deployment on the Chinese cruise DY125-34. Time correction of the OBS by the ambient noise cross-correlation was demonstrated as a practical approach with the appropriate parameters in case of no GPS re-synchronization. 展开更多
关键词 clock drift cross-correlation ambient noise OBS
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AN IMPROVED CROSS-CORRELATION METHOD FOR(DIGITAL)PARTICLE IMAGE VELOCIMETRY 被引量:1
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作者 翁文国 范维澄 +1 位作者 廖光煊 秦俊 《Acta Mechanica Sinica》 SCIE EI CAS CSCD 2001年第4期332-339,共8页
An improved method that brings enhancement in accuracy for the interrogation of (digital) PIV images is described in this paper. This method is based on cross-correlation with discrete window offset, which makes use o... An improved method that brings enhancement in accuracy for the interrogation of (digital) PIV images is described in this paper. This method is based on cross-correlation with discrete window offset, which makes use of a translation of the second interrogation window and rebuilds it considering rotation and shear. The displacement extracted from PIV images is predicted and corrected by means of an iterative procedure. In addition, the displacement vectors are validated at each intermediate of the iteration process. The present improved cross-correlation method is compared with the conventional one in accuracy by interrogation of synthetic and real (digital) PIV images and the interrogation results are discussed. 展开更多
关键词 PIV DPIV cross-correlation discrete window offset
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Eigenvalue Modeling and Cross-Correlation Analysis for 6. 0- 6. 4 GHz MIMO Channel 被引量:1
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作者 Ji-Liang Zhang Yang Wang +2 位作者 Li-Qin Ding Xiao-Min Huang Nai-Tong Zhang 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2013年第5期1-5,共5页
In Multiple-Input Multiple-Output( MIMO) system, the number of positive channel matrix eigenvalues is directly related to system performance. In order to characterize and model channel matrix eigenvalues,channel measu... In Multiple-Input Multiple-Output( MIMO) system, the number of positive channel matrix eigenvalues is directly related to system performance. In order to characterize and model channel matrix eigenvalues,channel measurements at 6. 0- 6. 4GHz by using 4 × 4 MIMO structure were conducted in a typical classroom environment. Based on measured data, the eigenvalues were modeled as Log-Normal distributed random variables and parameterized. Furthermore, Cross-Correlation( CC) coefficients of eigenvalues were estimated. The measurement results show that,under both Light-Of-Sight( LOS) and NonLight-Of-Sight( NLOS) scenarios,eigenvalues are highly de-correlated so that CC can be ignored for eigenvalue model. 展开更多
关键词 MIMO channel modeling EIGENVALUE measurement cross-correlation
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Time dependence of entropy flux and entropy production for a dynamical system driven by noises with coloured cross-correlation 被引量:2
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作者 谢文贤 徐伟 蔡力 《Chinese Physics B》 SCIE EI CAS CSCD 2007年第1期42-46,共5页
This paper shows the Fokker-Planck equation of a dynamical system driven by coloured cross-correlated white noises in the absence and presence of a small external force. Based on the Fokker-Planck equation and the def... This paper shows the Fokker-Planck equation of a dynamical system driven by coloured cross-correlated white noises in the absence and presence of a small external force. Based on the Fokker-Planck equation and the definition of Shannon's information entropy, the time dependence of entropy flux and entropy production can be calculated. The present results can be used to explain the extremal behaviour of time dependence of entropy flux and entropy production in view of the dissipative parameter γ of the system, coloured cross-correlation time τ and coloured cross-correlation strength λ. 展开更多
关键词 information entropy entropy flux entropy production coloured cross-correlation Fokker-Planck equation
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USING CROSS-CORRELATION THEORY TO EXTRACT MODAL PARAMETERS IN FREQUENCY- DOMAIN 被引量:1
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作者 ShenFan ZhengMin 《Chinese Journal of Mechanical Engineering》 SCIE EI CAS CSCD 2003年第1期83-86,共4页
Conventional modal parameter identifications are usually based on frequencyresponse functions, which require measurements of both the input force and the resulting response.However, in many cases, only response data a... Conventional modal parameter identifications are usually based on frequencyresponse functions, which require measurements of both the input force and the resulting response.However, in many cases, only response data are available while the actual excitations (such aswind/wave load) are not measurable. Modal parameters estimation must base itself on response-onlydata. Over the past years, many time-domain modal parameter identification techniques fromoutput-only are proposed. A poly-reference frequency-domain modal identification scheme onresponse-only is presented. It is based on coupling the cross-correlation theory with conventionalfrequency-domain modal parameter extraction. An experiment using an airplane model is performed toverify the proposed method. 展开更多
关键词 Modal identification Vibration testing cross-correlation theory Operating conditions
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Simulation of distributed optical fiber disturbance detection system based on Sagnac/Mach-Zehnder interferometer and cross-correlation location 被引量:2
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作者 方捻 李杰 +2 位作者 王陆唐 黄肇明 杨烨 《Journal of Shanghai University(English Edition)》 CAS 2011年第2期115-118,共4页
A distributed optical fiber disturbance detection system consisted of a Sagnac interferometer and a Mach-Zehnder interferometer is demonstrated. Two interferometers outputs are connected to an electric band-pass filte... A distributed optical fiber disturbance detection system consisted of a Sagnac interferometer and a Mach-Zehnder interferometer is demonstrated. Two interferometers outputs are connected to an electric band-pass filter via a detector respectively. The central frequencies of the two filters are selected adaptively according to the disturbance frequency. The disturbance frequency is obtained by either frequency spectrum of the two interferometers outputs. An alarm is given out only when the Sagnac interferometer output is changed. A disturbance position is determined by calculating a time difference with a cross-correlation method between the filter output connected to the Sagnac interferometer and derivative of the filter output connected to the Mach-Zehnder interferometer. The frequency spectrum, derivative and cross-correlation are obtained by a signal processing system. Theory analysis and simulation results are presented. They show that the system structure and location method are effective, accurate, and immune to environmental variations. 展开更多
关键词 Sagnac interferometer Mach-Zehnder interferometer distributed optical fiber disturbance detection system cross-correlation LOCATION
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Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory
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作者 Mieko Tanaka-Yamawaki 《Intelligent Information Management》 2011年第3期65-70,共6页
We propose and apply a new algorithm of principal component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock market. This algorithm utilizes the fa... We propose and apply a new algorithm of principal component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock market. This algorithm utilizes the fact that the major part of the time series is random, and compare the eigenvalue spectrum of cross correlation matrix of a large set of random time series, to the spectrum derived by the random matrix theory (RMT) at the limit of large dimension (the number of independent time series) and long enough length of time series. We test this algorithm on the real tick data of American stocks at different years between 1994 and 2002 and show that the extracted principal components indeed reflects the change of leading stock sectors during this period. 展开更多
关键词 Principal Component RANDOM Matrix Theory cross correlation EIGENVALUES STOCK MARKET
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Local-scale cross-correlation of seismic noise from the Calico fault experiment 被引量:1
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作者 Jian Zhang Peter Gerstoft 《Earthquake Science》 2014年第3期311-318,共8页
Most studies of seismic noise cross-correlation (NCC) have focused on regional/continental scale imaging using empirical surface-wave Green's functions extracted from primary (0.05-0.08 Hz) and secondary (0.1-0.... Most studies of seismic noise cross-correlation (NCC) have focused on regional/continental scale imaging using empirical surface-wave Green's functions extracted from primary (0.05-0.08 Hz) and secondary (0.1-0.16 Hz) microseisms. In this work, we present the NCC results at higher frequencies (〉0.5 Hz) from 6 months seismic noise recorded by a local array ( - 4 km aperture) deployed along the Calico fault in the Mojave Desert, California. Both fast and slow propagating waves are observed from the NCC record-sections. We compare the NCCs from sensor pairs that share a common sensor with the records of a borehole shot located very close to this common sensor. The result shows a good match of the slow surface-wave arrivals, indicating that the NCC method is able to recover unbiased surface-wave Green's functions at local scales. The strong body-wave NCC component is caused by the P waves generated offshore California. Along a SW-NE profile across the fault, we observe apparent P-wave arrivals and their reflections, which can be explained by a low-velocity- zone (LVZ) along the Calico fault. We calculat6 the LVZ width to be - 2.3 kin, and the P-wave velocity reduction within the LVZ to be -35 %. These estimates are consistent with other evidence for a relatively wide LVZ along the Calico fault. 展开更多
关键词 cross-correlation ·Seismic noise·LVZ -Body wave
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Coupled Cross-correlation Neural Network Algorithm for Principal Singular Triplet Extraction of a Cross-covariance Matrix 被引量:2
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作者 Xiaowei Feng Xiangyu Kong Hongguang Ma 《IEEE/CAA Journal of Automatica Sinica》 SCIE EI 2016年第2期149-156,共8页
This paper proposes a novel coupled neural network learning algorithm to extract the principal singular triplet (PST) of a cross-correlation matrix between two high-dimensional data streams. We firstly introduce a nov... This paper proposes a novel coupled neural network learning algorithm to extract the principal singular triplet (PST) of a cross-correlation matrix between two high-dimensional data streams. We firstly introduce a novel information criterion (NIC), in which the stationary points are singular triplet of the crosscorrelation matrix. Then, based on Newton's method, we obtain a coupled system of ordinary differential equations (ODEs) from the NIC. The ODEs have the same equilibria as the gradient of NIC, however, only the first PST of the system is stable (which is also the desired solution), and all others are (unstable) saddle points. Based on the system, we finally obtain a fast and stable algorithm for PST extraction. The proposed algorithm can solve the speed-stability problem that plagues most noncoupled learning rules. Moreover, the proposed algorithm can also be used to extract multiple PSTs effectively by using sequential method. © 2014 Chinese Association of Automation. 展开更多
关键词 Clustering algorithms Covariance matrix Data mining Differential equations EXTRACTION Learning algorithms Negative impedance converters Newton Raphson method Ordinary differential equations Singular value decomposition
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Cross-correlation analysis of crude oil and new energy markets: A new perspective based on carbon emission market 被引量:1
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作者 FENG You-shuai LING Mei-jun 《Ecological Economy》 2019年第1期2-18,共17页
Taking the return series of the EU carbon allowance price, WTI crude oil price, the European renewable energy index and Shenzhen carbon emission price, Daqing crude oil price, the China securities new energy index as ... Taking the return series of the EU carbon allowance price, WTI crude oil price, the European renewable energy index and Shenzhen carbon emission price, Daqing crude oil price, the China securities new energy index as sample data, the multifractal detrend cross-correlation analysis method(MF-DCCA)is used to research the dynamic cross-correlation relationships among the carbon emission market, crude oil market and the new energy market in Europe and China and the source of the multifractality. The empirical analysis shows that the cross-correlations among the carbon emission market, crude oil market and new energy market in Europe and China have all significant multifractal characteristics. Moreover, the multifractal strength of cross-correlation between the carbon emission market and crude oil market is less than that between the carbon emission market and new energy market in Europe. The Chinese market is the opposite. In addition, the multifractal strength of cross-correlation between the crude oil market and new energy market in Europe is more than that between the crude oil market and new energy market in China. It is also found that the long-range correlation of the sequences themselves and the fat-tailed distribution in fluctuations are the common causes of the multifractality, and the fat-tailed in fluctuations distribution contributes more to the multifractals of the series. 展开更多
关键词 carbon emission market crude oil market new energy market cross-correlation multifractal statistical analysis
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