Algorithm for computing time correlation functions in non-stationary complex dynamic systems
Abstract For non-stationary complex dynamic systems, a standardized algorithm is developed to compute time correlation functions, addressing the limitations of traditional methods reliant on the stationary assumption. The proposed algorithm integrates two-point and multi-point time correlation functions into a unified framework. Further, it is verified by a practical application in complex financial systems, demonstrating its potential in various complex dynamic systems.
Authors
- Cong Xu (ORCID: https://orcid.org/0000-0001-8714-1890)
- Bo Zheng (ORCID: https://orcid.org/0000-0001-6080-5503)
- Xiong-Fei Jiang (ORCID: https://orcid.org/0000-0001-5879-6409)
- Jiu Zhang
- Yanqing Hu (ORCID: https://orcid.org/0000-0003-0653-0259)
- Tingting Chen (ORCID: https://orcid.org/0000-0002-0089-9402)
- Lifu Jin
Institutions
- Ningbo University (CN)
- Wenzhou University (CN)
- Yunnan University (CN)
- Southern University of Science and Technology (CN)
- Wenzhou University of Technology
- Zhejiang University of Finance and Economics (CN)
Publication Details
- Journal
- Chinese Physics B
- Published
- 2025-02-21
- DOI
- https://doi.org/10.1088/1674-1056/adb8bd
- Primary Topic
- Advanced Data Processing Techniques
- Type
- article
- Field-Weighted Citation Impact
- 0.00