Modified multiscale cross-sample entropy for complex time series
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Publication:1733624
DOI10.1016/j.amc.2016.05.013zbMath1410.91374OpenAlexW2404460811MaRDI QIDQ1733624
Yi Yin, Pengjian Shang, Guo-Chen Feng
Publication date: 21 March 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2016.05.013
stock indicesartificial time seriescomposite multiscale cross-sample entropy (CMCSE)multiscale cross-sample entropy (MCSE)refined composite multiscale cross-sample entropy (RCMCSE)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Related Items (4)
Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods ⋮ Characterization of time series through information quantifiers ⋮ Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets ⋮ Efficient synchronization estimation for complex time series using refined cross-sample entropy measure
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