Complexity Analysis of Time Series Based on Generalized Fractional Order Refined Composite Multiscale Dispersion Entropy

DOI10.1142/S0218127420502119zbMath1453.91091OpenAlexW3109017294MaRDI QIDQ5138340

Yu Wang, Pengjian Shang

Publication date: 3 December 2020

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127420502119

zbMATH Keywords

stock marketchaotic sequencegeneralized fractional order multiscale dispersion entropy (GMDE)generalized fractional order refined composite multiscale dispersion entropy (GRCMDE)time series complexity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

Related Items (1)

Multi-Moment Multiscale Local Sample Entropy and Its Application to Complex Physiological Time Series

Cites Work

• A Mathematical Theory of Communication
• Entropy analysis of integer and fractional dynamical systems
• Fractional dynamics of a system with particles subjected to impacts
• Entropies based on fractional calculus
• Approximating fractional derivatives through the generalized mean
• Time series analysis using composite multiscale entropy
• Analysis of complex time series using refined composite multiscale entropy
• Logical entropy of dynamical systems
• Cumulative Residual Entropy: A New Measure of Information
• Unnamed Item

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