Oscillating systems with cointegrated phase processes
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Biology"
DOI: 10.1007/s00285-017-1100-2
Abstract: We present cointegration analysis as a method to infer the network structure of a linearly phase coupled oscillating system. By defining a class of oscillating systems with interacting phases, we derive a data generating process… read more here.
Keywords: cointegration analysis; network; structure; oscillating systems ... See more keywords
On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis
Sign Up to like & getrecommendations! Published in 2022 at "Resources Policy"
DOI: 10.1016/j.resourpol.2022.102682
Abstract: This article tries to investigate the connectedness between Bitcoin and Crude Oil, S&P500 and Natural Gas with the health crisis. That is why one might apply fractional cointegration analysis on daily data over the period… read more here.
Keywords: fractional cointegration; cointegration analysis; relationship; cointegration ... See more keywords
Damage detection under environmental and operational effects using cointegration analysis – Application to experimental data from a cable-stayed bridge
Sign Up to like & getrecommendations! Published in 2020 at "Mechanical Systems and Signal Processing"
DOI: 10.1016/j.ymssp.2019.106386
Abstract: Abstract One of the main challenges that Structural Health Monitoring (SHM) faces when transitioning from academia to real-world applications is the discernment between structural changes due to damage and normal environmental, operational and long-term effects.… read more here.
Keywords: cointegration analysis; detection; environmental operational; damage ... See more keywords