Figure 4. Time series and related results in Test II.
(a–c) show fractions of the three sinusoidal signals in test II: ,
, and
.
acts as a background field, with low-varying frequency and larger amplitude.
, and
have different phases (see the gray part), and their combination is shown in (d). The red curve in (e) is the DCCA cross-correlation coefficient ρDCCA between
and
(denoted as ρDCCA results II), and the blue dashed line shows the time scale of 100 (days). If the signal
in
is offset by
, ρDCCA fails in providing accurate results, as shown in (e), the black open-circle curve (denoted as ρDCCA results I). But DPCCA succeeds, as shown in (f), the black solid-circle curve.