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Using Detrended Cross-Correlation Analysis in geophysical data

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  • Marinho, E.B.S.
  • Sousa, A.M.Y.R.
  • Andrade, R.F.S.

Abstract

Detrended cross correlation analysis (DCCA) is used to identify and characterize correlated data obtained in drilled oil wells. The investigation is focused on different petro-physical measurements within the same well, and of the same measurement from two wells in the same oil field. The evaluation of cross correlation exponents indicates if scaling properties in two measurements are alike. The work considers also the values of cross correlated coefficients, which provide an assessment on the local correlation between measurements. The existence of several highly correlated events provides information on the continuity of geological structures, including partial and global dislocations of deposited layers.

Suggested Citation

  • Marinho, E.B.S. & Sousa, A.M.Y.R. & Andrade, R.F.S., 2013. "Using Detrended Cross-Correlation Analysis in geophysical data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2195-2201.
    • Handle: RePEc:eee:phsmap:v:392:y:2013:i:9:p:2195-2201
    DOI: 10.1016/j.physa.2012.12.038
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    References listed on IDEAS

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    Cited by:

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    6. Kristoufek, Ladislav, 2015. "Finite sample properties of power-law cross-correlations estimators," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 513-525.
    7. Anderson Palmeira & Éder Pereira & Paulo Ferreira & Luisa Maria Diele-Viegas & Davidson Martins Moreira, 2022. "Long-Term Correlations and Cross-Correlations in Meteorological Variables and Air Pollution in a Coastal Urban Region," Sustainability, MDPI, vol. 14(21), pages 1-12, November.
    8. Ladislav Kristoufek, 2014. "Spectrum-based estimators of the bivariate Hurst exponent," Papers 1408.6637, arXiv.org, revised Nov 2014.
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    12. Hernandez-Martinez, Eliseo & Velasco-Hernandez, Jorge X. & Perez-Muñoz, Teresa & Alvarez-Ramirez, Jose, 2013. "A DFA approach in well-logs for the identification of facies associations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 6015-6024.
    13. Thiago Pires Santana & Nicole Horta & Catarina Revez & Rui Manuel Teixeira Santos Dias & Gilney Figueira Zebende, 2023. "Effects of Interdependence and Contagion on Crude Oil and Precious Metals According to ρ DCCA : A COVID-19 Case Study," Sustainability, MDPI, vol. 15(5), pages 1-12, February.
    14. Machado Filho, A. & da Silva, M.F. & Zebende, G.F., 2014. "Autocorrelation and cross-correlation in time series of homicide and attempted homicide," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 12-19.
    15. Xu, Mengjia & Shang, Pengjian & Lin, Aijing, 2016. "Cross-correlation analysis of stock markets using EMD and EEMD," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 82-90.
    16. Ferreira, Paulo & Pereira, Éder Johson de Area Leão & Silva, Marcus Fernandes da & Pereira, Hernane Borges, 2019. "Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 86-96.
    17. da Silva Filho, A.M. & Zebende, G.F. & de Castro, A.P.N. & Guedes, E.F., 2021. "Statistical test for Multiple Detrended Cross-Correlation Coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
    18. Contreras-Reyes, Javier E. & Idrovo-Aguirre, Byron J., 2020. "Backcasting and forecasting time series using detrended cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    19. Shen, Chenhua, 2019. "The influence of a scaling exponent on ρDCCA: A spatial cross-correlation pattern of precipitation records over eastern China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 579-590.

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