Complexity analysis of time series based on generalized fractional order cumulative residual distribution entropy

DOI10.1016/j.physa.2019.122582OpenAlexW2972917676WikidataQ127243561 ScholiaQ127243561MaRDI QIDQ2164532

Pengjian Shang, Yu Wang

Publication date: 15 August 2022

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

Full work available at URL: https://doi.org/10.1016/j.physa.2019.122582

zbMATH Keywords

complexitystock marketcumulative residual distribution entropygeneralized fractional order cumulative residual distribution entropy

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (4)

Extensions of fractional cumulative residual entropy with applications ⋮ Results on a generalized fractional cumulative entropy ⋮ Extended fractional cumulative past and paired \(\phi\)-entropy measures ⋮ Fractional generalized cumulative entropy and its dynamic version

Cites Work

• A Mathematical Theory of Communication
• Entropy analysis of integer and fractional dynamical systems
• Approximating fractional derivatives in the perspective of system control
• Fractional dynamics of a system with particles subjected to impacts
• Entropies based on fractional calculus
• Approximating fractional derivatives through the generalized mean
• Entropy and predictability of stock market returns.
• Cumulative Residual Entropy: A New Measure of Information
• Approximate entropy as a measure of system complexity.
• Randomness and degrees of irregularity.
• A Dynamic Discrimination Information Based On Cumulative Residual Entropy And Its Properties

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