Putting relative complexity estimates to work: a simple and general statistical methodology

DOI10.1016/S0378-4371(02)01504-2zbMath1009.62084OpenAlexW2086137888MaRDI QIDQ1855550

Alessandro Giuliani, Joseph P. Zbilut, Lluis Lligoña Trulla

Publication date: 5 February 2003

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

Full work available at URL: https://doi.org/10.1016/s0378-4371(02)01504-2

zbMATH Keywords

time seriesShannon entropydistance-from-randomness index

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Circuits, networks (94C99) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Unnamed Item
• Extracting qualitative dynamics from experimental data
• A complexity score derived from principal components analysis of nonlinear order measures

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