{"id":"https://openalex.org/W2552913803","doi":null,"title":"COHERENCE-BASED METHOD TO DETECT TIME SHIFTS SMALLER THAN THE SAMPLING RATE OF TIME SERIES *","display_name":"COHERENCE-BASED METHOD TO DETECT TIME SHIFTS SMALLER THAN THE SAMPLING RATE OF TIME SERIES *","publication_year":2015,"publication_date":"2015-01-01","ids":{"openalex":"https://openalex.org/W2552913803","mag":"2552913803"},"language":"en","primary_location":{"id":"mag:2552913803","doi":null,"is_oa":false,"landing_page_url":"https://www.nipne.ro/rjp/2015_60_3-4/0626_0641.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5111695591","display_name":"Eugen I. Scarlat","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I61641377","display_name":"Universitatea Na\u021bional\u0103 de \u0218tiin\u021b\u0103 \u0219i Tehnologie Politehnica Bucure\u0219ti","ror":"https://ror.org/0558j5q12","country_code":"RO","type":"education","lineage":["https://openalex.org/I61641377"]}],"countries":["RO"],"is_corresponding":true,"raw_author_name":"Eugen I. Scarlat","raw_affiliation_strings":["\u201cPolitehnica\u201c University of Bucharest"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"\u201cPolitehnica\u201c University of Bucharest","institution_ids":["https://openalex.org/I61641377"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5111695591"],"corresponding_institution_ids":["https://openalex.org/I61641377"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":93},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9253000020980835,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9253000020980835,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.06710000336170197,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0013000000035390258,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cross-coherence","display_name":"cross-coherence","score":0.6970000267028809},{"id":"https://openalex.org/keywords/relative-phase","display_name":"relative phase","score":0.753000020980835},{"id":"https://openalex.org/keywords/time-series-synchronization","display_name":"time series synchronization","score":0.5400000214576721},{"id":"https://openalex.org/keywords/nonstationary-time-series","display_name":"non-stationary time series","score":0.8299999833106995},{"id":"https://openalex.org/keywords/macroeconomic-indicators","display_name":"macroeconomic indicators","score":0.7250000238418579},{"id":"https://openalex.org/keywords/exchange-rates","display_name":"exchange rates","score":0.8889999985694885},{"id":"https://openalex.org/keywords/stock-market-indices","display_name":"stock market indices","score":0.6299999952316284}],"concepts":[{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.7454432845115662},{"id":"https://openalex.org/C2781181686","wikidata":"https://www.wikidata.org/wiki/Q4226068","display_name":"Coherence (philosophical gambling strategy)","level":2,"score":0.595893144607544},{"id":"https://openalex.org/C4679612","wikidata":"https://www.wikidata.org/wiki/Q866298","display_name":"Aggregate (composite)","level":2,"score":0.5582039952278137},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.5204986929893494},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5147738456726074},{"id":"https://openalex.org/C166955791","wikidata":"https://www.wikidata.org/wiki/Q629579","display_name":"Macro","level":2,"score":0.5046309232711792},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5018143653869629},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.49937915802001953},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.45607665181159973},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3947720527648926},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3616597652435303},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2552913803","doi":null,"is_oa":false,"landing_page_url":"https://www.nipne.ro/rjp/2015_60_3-4/0626_0641.pdf","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W1565050284","https://openalex.org/W1977749122","https://openalex.org/W1989681298","https://openalex.org/W2040433743","https://openalex.org/W2055256257","https://openalex.org/W2082180109","https://openalex.org/W2106595237","https://openalex.org/W2106822551","https://openalex.org/W2142025725","https://openalex.org/W2167549607","https://openalex.org/W2181657807","https://openalex.org/W2613565782"],"related_works":["https://openalex.org/W2792178032","https://openalex.org/W4256336745","https://openalex.org/W7052808738","https://openalex.org/W1522971959","https://openalex.org/W2061166038","https://openalex.org/W7100854699","https://openalex.org/W7138909845","https://openalex.org/W2022638800","https://openalex.org/W2614704932","https://openalex.org/W1579644729"],"abstract_inverted_index":{"The":[0,95],"paper":[1,110],"presents":[2],"a":[3,122],"method":[4,79,96],"to":[5,52,59,63,82,157,172],"evaluating":[6],"the":[7,20,25,28,42,46,53,64,71,76,78,92,109,113,117,119,132,138,147,159,166,174],"average":[8],"time":[9,13,84,176],"shift":[10],"between":[11],"two":[12,181],"series":[14,47,101,139,160],"by":[15],"exploiting":[16],"both":[17],"components":[18],"of":[19,45,55,67,91,116,140,146,163],"complex-valued":[21],"cross":[22],"coherence":[23],"function:":[24],"magnitude":[26],"and":[27,152],"relative":[29,175],"phase.":[30],"What":[31],"is":[32,34,80,111],"new":[33],"there":[35],"are":[36,103],"detected":[37],"temporal":[38],"shifts":[39],"smaller":[40],"than":[41,180],"sampling":[43,93],"interval":[44],"which":[48],"could":[49,134],"be":[50,135,169],"useful":[51],"timing":[54],"macro-economic":[56,153],"indicators":[57],"according":[58],"process":[60],"evolution,":[61],"not":[62],"calendar":[65],"day":[66],"publication.":[68],"Depending":[69],"on":[70,98],"key":[72],"quantities":[73],"grouped":[74],"in":[75],"descriptor":[77],"able":[81],"detect":[83],"gaps":[85],"as":[86,88,128,130],"small":[87],"one":[89],"tenth":[90],"rate.":[94],"applies":[97],"non":[99],"stationary":[100],"that":[102],"lacking":[104],"long":[105],"run":[106],"correlations.":[107],"In":[108],"presented":[112],"theoretical":[114],"justification":[115],"technique,":[118],"calibration":[120],"procedure,":[121],"validation":[123],"test":[124],"using":[125],"aggregate":[126,143],"replicas":[127],"well":[129],"how":[131],"technique":[133],"applied":[136],"onto":[137],"exchange":[141,150],"rates,":[142],"index":[144],"BET":[145],"Bucharest":[148],"stock":[149],"market,":[151],"indicators.":[154],"When":[155],"used":[156],"ordering":[158],"inside":[161],"groups":[162],"coherent":[164],"clusters,":[165],"results":[167],"should":[168],"cautiously":[170],"concatenated":[171],"establishing":[173],"succession":[177],"among":[178],"more":[179],"series.":[182]},"counts_by_year":[{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T04:12:42.849631","created_date":"2016-11-30T00:00:00"}
