Fractional multiscale phase permutation entropy for quantifying the complexity of nonlinear time series

DOI10.1016/j.physa.2022.127506OpenAlexW4280534687MaRDI QIDQ2144995

Yu-Han Tong, Guang Ling, Zhi-Hong Guan, Li Wan, Qing-Ju Fan

Publication date: 17 June 2022

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

Full work available at URL: https://doi.org/10.1016/j.physa.2022.127506

zbMATH Keywords

financial time seriesdynamic change detectionfractional multiscale phase permutation entropymultiscale weighted phase permutation entropy

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (2)

Characterizing the statistical complexity of nonlinear time series via ordinal pattern transition networks ⋮ A new parameter-free entropy based on fragment oscillation and its application in fault diagnosis

Cites Work

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