Characterizing dynamics of time series via Hill-index complexity measure

DOI10.1063/5.0010462OpenAlexW3105793103WikidataQ103824609 ScholiaQ103824609MaRDI QIDQ5140905

Pengjian Shang, Yi Yin, Kun Peng

Publication date: 17 December 2020

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

Full work available at URL: https://doi.org/10.1063/5.0010462

zbMATH Keywords

time seriesordinal patternscomplex system analysisHill-index complexity measure

Mathematics Subject Classification ID

Economic time series analysis (91B84) Time series analysis of dynamical systems (37M10) Dynamical systems in optimization and economics (37N40)

Cites Work

• A Mathematical Theory of Communication
• Multivariate multi-scale permutation entropy for complexity analysis of Alzheimer's disease EEG
• Scaling behaviors in differently developed markets
• Possible generalization of Boltzmann-Gibbs statistics.
• Permutation entropy analysis of financial time series based on Hill's diversity number
• Species diversity and predation strategies in a multiple species predator-prey model
• PARAMETER SELECTION FOR PERMUTATION ENTROPY MEASUREMENTS
• Approximate entropy as a measure of system complexity.
• IMPROVED CORRELATION DIMENSION CALCULATION
• Fractional Brownian Motions, Fractional Noises and Applications
• Measurement of Diversity
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Characterizing dynamics of time series via Hill-index complexity measure