The following pages link to Pengjian Shang (Q209556):
Displaying 50 items.
- Effect of linear and nonlinear filters on multifractal analysis (Q278978) (← links)
- Principal component analysis for non-stationary time series based on detrended cross-correlation analysis (Q332821) (← links)
- Modeling traffic flow correlation using DFA and DCCA (Q623871) (← links)
- Compositional segmentation of time series in the financial markets (Q668127) (← links)
- Do self-similar sets with positive Lebesgue measure contain an interval? (Q710995) (← links)
- Multifractal time series analysis using the improved 0-1 test model (Q728168) (← links)
- Multifractal characteristics of palmprint and its extracted algorithm (Q733471) (← links)
- Multidimensional scaling method for complex time series feature classification based on generalized complexity-invariant distance (Q783366) (← links)
- Analysis of complex time series based on EMD energy entropy plane (Q783487) (← links)
- Analysis of time series through complexity-entropy curves based on generalized fractional entropy (Q783504) (← links)
- Nonlinear analysis of traffic time series at different temporal scales (Q950974) (← links)
- Is the Hausdorff dimension of a set and its image equal under binary coding map? (Q1573900) (← links)
- Modified cross sample entropy and surrogate data analysis method for financial time series (Q1618520) (← links)
- Universal and non-universal properties of recurrence intervals of rare events (Q1619224) (← links)
- Transfer mutual information: A new method for measuring information transfer to the interactions of time series (Q1620258) (← links)
- Transfer entropy coefficient: quantifying level of information flow between financial time series (Q1620359) (← links)
- The high order dispersion analysis based on first-passage-time probability in financial markets (Q1620445) (← links)
- Modified multiscale cross-sample entropy for complex time series (Q1733624) (← links)
- Forecasting traffic time series with multivariate predicting method (Q1733752) (← links)
- Financial time series analysis based on information categorization method (Q1783222) (← links)
- Multiscale multifractal diffusion entropy analysis of financial time series (Q1783308) (← links)
- Fractal properties of de Rham-type curve associated to random walk (Q1878241) (← links)
- Increasing property of spectrum in the vibrations of a cyclic chain of masses distributed according to the G (Q1904851) (← links)
- Detrended fluctuation analysis of multivariate time series (Q2004782) (← links)
- A comparison study on stages of sleep: quantifying multiscale complexity using higher moments on coarse-graining (Q2005063) (← links)
- Recurrence quantity analysis based on singular value decomposition (Q2005136) (← links)
- Transfer entropy between multivariate time series (Q2005256) (← links)
- Symbolic phase transfer entropy method and its application (Q2007400) (← links)
- Permutation entropy analysis of financial time series based on Hill's diversity number (Q2007475) (← links)
- Multivariate multiscale complexity-entropy causality plane analysis for complex time series (Q2050425) (← links)
- A new complexity measure: modified discrete generalized past entropy based on grain exponent (Q2098718) (← links)
- Dispersion heterogeneous recurrence analysis and its use on fault detection (Q2108636) (← links)
- Generalized Shannon-Fisher index: an effective method to quantify the instability of multivariate time series (Q2108640) (← links)
- Time irreversibility analysis and abnormality detection based on Riemannian geometry for complex time series (Q2108739) (← links)
- Effective instability quantification for multivariate complex time series using reverse Shannon-Fisher index (Q2113085) (← links)
- Measuring time series based on multiscale dispersion Lempel-Ziv complexity and dispersion entropy plane (Q2120720) (← links)
- Permutation transition entropy: measuring the dynamical complexity of financial time series (Q2122934) (← links)
- Fractional cumulative residual Kullback-Leibler information based on Tsallis entropy (Q2123034) (← links)
- Multiscale Rényi cumulative residual distribution entropy: reliability analysis of financial time series (Q2129409) (← links)
- KM-MIC: an improved maximum information coefficient based on K-medoids clustering (Q2137340) (← links)
- Permutation entropy analysis based on Gini-Simpson index for financial time series (Q2146811) (← links)
- Nonlinear transformation on the transfer entropy of financial time series (Q2147662) (← links)
- Comparison of transfer entropy methods for financial time series (Q2147683) (← links)
- Time irreversibility of financial time series based on higher moments and multiscale Kullback-Leibler divergence (Q2149128) (← links)
- An improvement of the measurement of time series irreversibility with visibility graph approach (Q2149134) (← links)
- A new measurement of financial time irreversibility based on information measures method (Q2149230) (← links)
- Diversity analysis based on ordered patterns (Q2149777) (← links)
- Detrended fluctuation analysis based on higher-order moments of financial time series (Q2150001) (← links)
- Analysis of financial time series using multiscale entropy based on skewness and kurtosis (Q2150083) (← links)
- Time irreversibility and intrinsics revealing of series with complex network approach (Q2150355) (← links)
