Eur. Phys. J. B (2013) 86: 58
https://doi.org/10.1140/epjb/e2012-30244-6

Regular Article

Continuous detrended cross-correlation analysis on generalized Weierstrass function

¹ Department of Mathematics, School of Science, Beijing Jiaotong University, Beijing 100044, P.R. China
² School of Science, Beijing Information Science Technology University, Beijing 100192, P.R. China

^a e-mail: 05271060@bjtu.edu.cn

Received: 19 March 2012
Received in final form: 15 June 2012
Published online: 18 February 2013

Abstract

The paper mainly introduces a continuous detrended cross-correlation analysis method to detect the long-range fractal scaling behaviors of continuous and integrable functions. The effects of such method are tested by the generalized Weierstrass function with various seeds. It presents accurate scaling characterization as desired by comparing with that from the popular detrended cross-correlation analysis method of discrete case.