Characterizing the statistical complexity of nonlinear time series via ordinal pattern transition networks (Q6045253): Difference between revisions

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scientific article; zbMATH DE number 7689643

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English	Characterizing the statistical complexity of nonlinear time series via ordinal pattern transition networks	scientific article; zbMATH DE number 7689643

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instance of

scholarly article

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title

Characterizing the statistical complexity of nonlinear time series via ordinal pattern transition networks (English)

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published in

Physica A

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publication date

26 May 2023

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zbMATH Keywords

ordinal pattern transition networks

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permutation entropy

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transition entropy

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permutation weighted statistical transition entropy

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EEG

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1016/j.physa.2023.128670

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cites work

Fractional multiscale phase permutation entropy for quantifying the complexity of nonlinear time series

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Financial time series analysis based on fractional and multiscale permutation entropy

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Complexity reduction for sign configurations through the KP II equation and its information-theoretic aspects

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Permutation transition entropy: measuring the dynamical complexity of financial time series

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Transfer entropy coefficient: quantifying level of information flow between financial time series

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Multiscale horizontal visibility entropy: measuring the temporal complexity of financial time series

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Multifractal weighted permutation analysis based on Rényi entropy for financial time series

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Robustness and percolation of holes in complex networks

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Multi-scale transition network approaches for nonlinear time series analysis

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Characterizing dynamical transitions by statistical complexity measures based on ordinal pattern transition networks

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Identifiers

zbMATH Open document ID

1518.62011

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DOI

10.1016/j.physa.2023.128670

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6045253

@@ Property / cites work @@
+Fractional multiscale phase permutation entropy for quantifying the complexity of nonlinear time series
+Normal rank
@@ Property / cites work @@
+Financial time series analysis based on fractional and multiscale permutation entropy
+Normal rank
@@ Property / cites work @@
+Complexity reduction for sign configurations through the KP II equation and its information-theoretic aspects
+Normal rank
@@ Property / cites work @@
+Permutation transition entropy: measuring the dynamical complexity of financial time series
+Normal rank
@@ Property / cites work @@
+Transfer entropy coefficient: quantifying level of information flow between financial time series
+Normal rank
@@ Property / cites work @@
+Multiscale horizontal visibility entropy: measuring the temporal complexity of financial time series
+Normal rank
@@ Property / cites work @@
+Multifractal weighted permutation analysis based on Rényi entropy for financial time series
+Normal rank
@@ Property / cites work @@
+Robustness and percolation of holes in complex networks
+Normal rank
@@ Property / cites work @@
+Multi-scale transition network approaches for nonlinear time series analysis
+Normal rank
@@ Property / cites work @@
+Characterizing dynamical transitions by statistical complexity measures based on ordinal pattern transition networks
+Normal rank