Analysis of Shannon-Fisher information plane in time series based on information entropy

DOI10.1063/1.5023031zbMath1400.91690OpenAlexW2897408103WikidataQ58590019 ScholiaQ58590019MaRDI QIDQ4556533

Pengjian Shang, Yuan Yuan Wang

Publication date: 16 November 2018

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.5023031

Mathematics Subject Classification ID

Economic time series analysis (91B84) Financial applications of other theories (91G80)

Related Items (2)

Characterizing complexity of non-invertible chaotic maps in the Shannon-Fisher information plane with ordinal patterns ⋮ The Fisher-DisEn plane: a novel approach to distinguish different complex systems

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