Coherence of time series
Data
2018Autorius
Pankūnas, Vytautas
Janeiko, Julija
Krapavickaitė, Danutė
Metaduomenys
Rodyti detalų aprašąSantrauka
The aim of this paper is to present a way to measure strength of a relationship between the two time series by a coefficient of coherence. A definition of the coherence coefficient is given and an example of its application is provided.