The following pages link to Pengjian Shang (Q209556):
Displaying 50 items.
- Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods (Q2150398) (← links)
- Weighted multivariate composite multiscale sample entropy analysis for the complexity of nonlinear times series (Q2151072) (← links)
- Multivariate multiscale fractional order weighted permutation entropy of nonlinear time series (Q2155414) (← links)
- Multiscale joint permutation entropy for complex time series (Q2155427) (← links)
- Generalized entropy plane based on permutation entropy and distribution entropy analysis for complex time series (Q2156848) (← links)
- Modified multifractal large deviation spectrum based on CID for financial market system (Q2158964) (← links)
- Multivariate generalized information entropy of financial time series (Q2159676) (← links)
- Multivariate large deviations spectrum for the multiscale analysis of stock markets (Q2161800) (← links)
- A complexity measure for heart rate signals (Q2163138) (← links)
- Nonuniversality of the horizontal visibility graph in inferring series periodicity (Q2163725) (← links)
- Multifractal weighted permutation analysis based on Rényi entropy for financial time series (Q2164283) (← links)
- Complexity analysis of time series based on generalized fractional order cumulative residual distribution entropy (Q2164532) (← links)
- Analysis of time series using a new entropy plane based on past entropy (Q2169783) (← links)
- Characterization of time series through information quantifiers (Q2185137) (← links)
- Traffic signals analysis using \textit{qSDiff} and \textit{qHDiff} with surrogate data (Q2198459) (← links)
- Weighted multifractal cross-correlation analysis based on Shannon entropy (Q2198572) (← links)
- Dissimilarity measure based on ordinal pattern for physiological signals (Q2198879) (← links)
- Permutation and weighted-permutation entropy analysis for the complexity of nonlinear time series (Q2199473) (← links)
- Modified generalized sample entropy and surrogate data analysis for stock markets (Q2199610) (← links)
- Refined two-index entropy and multiscale analysis for complex system (Q2200224) (← links)
- Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets (Q2205684) (← links)
- Recurrence quantity analysis based on matrix eigenvalues (Q2205819) (← links)
- The detection of local irreversibility in time series based on segmentation (Q2205832) (← links)
- Fractional cumulative residual entropy (Q2206612) (← links)
- Financial time series analysis based on fractional and multiscale permutation entropy (Q2206614) (← links)
- An adaptive method for threshold of recurrence quantification analysis based on SAX (Q2207757) (← links)
- Multiscale transfer entropy: measuring information transfer on multiple time scales (Q2207896) (← links)
- Multidimensional scaling analysis of financial stocks based on Kronecker-delta dissimilarity (Q2207938) (← links)
- Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix (Q2207945) (← links)
- The Fisher-DisEn plane: a novel approach to distinguish different complex systems (Q2208093) (← links)
- Measuring information transfer by dispersion transfer entropy (Q2208126) (← links)
- Efficient synchronization estimation for complex time series using refined cross-sample entropy measure (Q2213511) (← links)
- Transition-based complexity-entropy causality diagram: a novel method to characterize complex systems (Q2219597) (← links)
- A novel approach of dependence measure for complex signals (Q2247078) (← links)
- Generalized entropy plane based on large deviations theory for financial time series (Q2284329) (← links)
- Multiscale fractional-order approximate entropy analysis of financial time series based on the cumulative distribution matrix (Q2296193) (← links)
- PID: a PDF-induced distance based on permutation cross-distribution entropy (Q2296210) (← links)
- Complexity and uncertainty analysis of financial stock markets based on entropy of scale exponential spectrum (Q2296817) (← links)
- The novel multi-scale local irreversibility analysis method based on segmentation about time series (Q2308136) (← links)
- Measuring the asymmetric contributions of individual subsystems (Q2353777) (← links)
- Fractal nature of highway traffic data (Q2460570) (← links)
- Chaotic analysis of traffic time series (Q2483655) (← links)
- Fractal nature of time series in the sediment transport phenomenon (Q2486745) (← links)
- Modified multidimensional scaling approach to analyze financial markets (Q2821526) (← links)
- MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS (Q2836507) (← links)
- (Q2874156) (← links)
- (Q2924305) (← links)
- MINIMIZING PERIODIC TRENDS BY APPLYING LAPLACE TRANSFORM (Q3087537) (← links)
- MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS OF CHINESE STOCK MARKETS BASED ON TIME DELAY (Q3098238) (← links)
- (Q3840469) (← links)
