Generalized Shannon-Fisher index: an effective method to quantify the instability of multivariate time series

DOI10.1016/J.CNSNS.2022.106904OpenAlexW4297498901MaRDI QIDQ2108640

Pengjian Shang, Binbin Shang

Publication date: 20 December 2022

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2022.106904

zbMATH Keywords

multivariate time seriesescort distributionShannon-Fisher indexvector visibility graph

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Approximation methods and numerical treatment of dynamical systems (37Mxx) Dynamical systems with hyperbolic behavior (37Dxx)

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