Effective instability quantification for multivariate complex time series using reverse Shannon-Fisher index

DOI10.1016/j.chaos.2022.112295zbMath1504.37090OpenAlexW4281726220MaRDI QIDQ2113085

Pengjian Shang, Binbin Shang

Publication date: 12 January 2023

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112295

zbMATH Keywords

multivariate time seriesShannon-Fisher indexvector visibility graphnegation distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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