Multifractal Detrended Cross-Correlation Analysis of BVP model time series

作者：Xue Chongfeng^*; Shang Pengjian; Jing Wang

来源：Nonlinear Dynamics, 2012, 69(1-2): 263-273.

DOI：10.1007/s11071-011-0262-5

• Autocorrelation
• Cross-correlation
• Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)
• Bonhoeffer-van der Pol (BVP) model
• Multifractality

The Bonhoeffer-van der Pol (BVP) oscillator has widely application in the modeling of biological processes, and it also has rich nonlinear behavior including different topological properties between the continuous-time BVP oscillator and the discrete one. Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) has proved useful in describing the correlations and detecting the scaling exponent of time series. We investigate the autocorrelations and cross-correlations of the time series in BVP model by using the MF-DCCA method. Our results show that there exist long range autocorrelations and cross-correlations in the BVP model time series, and that multifractal features are significant in the analyzed BVP model.

• 出版日期2012-7
• 单位北京交通大学