Publication Abstracts

Stothers 1994

Stothers, R.B., 1994: Cross-correlation of point series using a new method. Astrophys. J., 429, 415-418, doi:10.1086/174332.

Traditional methods of cross-correlation of two time series do not apply to point time series. Here, a new method, devised specifically for point series, utilizes a correlation measure that is based on the rms difference (or, alternatively, the median absolute difference) between nearest neighbors in overlapped segments of the two series. Error estimates for the observed locations of the points, as well as a systematic shft of one series with respect to the other to accomodate a constant, but unknown, lead or lag, are easily incorporated into the analysis using Monte Carlo techniques. A methodological restriction adopted here is that one series be treated as a template against which the other, called the target series, is cross-correlated. To estimate a significance level for the correlation measure, the adopted alternative (null) hypothesis is that the target series arises from a homogeneous Poisson process. The new method is applied to cross-correlating the times of the greatest geomagnetic storms with the times of maximum in the undecennial solar activity cycle.

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BibTeX Citation

@article{st07800y,
  author={Stothers, R. B.},
  title={Cross-correlation of point series using a new method},
  year={1994},
  journal={Astrophys. J.},
  volume={429},
  pages={415--418},
  doi={10.1086/174332},
}

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RIS Citation

TY  - JOUR
ID  - st07800y
AU  - Stothers, R. B.
PY  - 1994
TI  - Cross-correlation of point series using a new method
JA  - Astrophys. J.
VL  - 429
SP  - 415
EP  - 418
DO  - 10.1086/174332
ER  -

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