Relative complexity changes in time series using information measures

DOI10.1016/S0378-4371(00)00309-5zbMath1052.62540OpenAlexW2061672660MaRDI QIDQ1581563

L. G. Gamero, María E. Torres

Publication date: 3 October 2000

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(00)00309-5

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

• Determining Lyapunov exponents from a time series
• The renormalized entropy -- an appropriate complexity measure?
• Power-law sensitivity to initial conditions---new entropic representation
• Possible generalization of Boltzmann-Gibbs statistics.
• NONEXTENSIVE THERMOSTATISTICS AND FRACTALS
• Fast algorithms for discrete and continuous wavelet transforms
• The discrete wavelet transform: wedding the a trous and Mallat algorithms
• On the Complexity of Finite Sequences
• Generalized information functions
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