Pages that link to "Item:Q2122934"

The following pages link to Permutation transition entropy: measuring the dynamical complexity of financial time series (Q2122934):

Displaying 8 items.

• Quantifying complexity of financial short-term time series by composite multiscale entropy measure (Q907618) (← links)
• Permutation entropy analysis of financial time series based on Hill's diversity number (Q2007475) (← links)
• Permutation entropy analysis based on Gini-Simpson index for financial time series (Q2146811) (← links)
• Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics (Q2410080) (← links)
• Measuring market efficiency: the Shannon entropy of high-frequency financial time series (Q2677401) (← links)
• Characterizing the statistical complexity of nonlinear time series via ordinal pattern transition networks (Q6045253) (← links)
• A new parameter-free entropy based on fragment oscillation and its application in fault diagnosis (Q6199718) (← links)
• A novel method to measure static and dynamic complexity of time series based on visualization curves (Q6571818) (← links)