Analysis of time series through complexity-entropy curves based on generalized fractional entropy

DOI10.1007/s11071-019-04808-xzbMath1437.37106OpenAlexW2913148941WikidataQ128491818 ScholiaQ128491818MaRDI QIDQ783504

Pengjian Shang, Zhengli Liu, Yuan Yuan Wang

Publication date: 4 August 2020

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-019-04808-x

zbMATH Keywords

financial time seriespermutation entropycomplexity-entropy curvesgeneralized fractional entropy

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Time series analysis of dynamical systems (37M10)

Related Items (1)

A new parameter-free entropy based on fragment oscillation and its application in fault diagnosis

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