Modified multiscale cross-sample entropy for complex time series

DOI10.1016/J.AMC.2016.05.013MaRDI QIDQ1733624zbMATH OpenOpenAlexFDO

Authors Yi Yin, Pengjian Shang, Guochen Feng

Publication date 21 March 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2016.05.013

zbMATH Keywords

stock indicesartificial time seriescomposite multiscale cross-sample entropy (CMCSE)multiscale cross-sample entropy (MCSE)refined composite multiscale cross-sample entropy (RCMCSE)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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Cites work

• scientific article; zbMATH DE number 108079 (Why is no real title available?)
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• Fractional differencing
• Multiscale entropy analysis of human gait dynamics
• Neural network method for determining embedding dimension of a time series
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• Time series analysis using composite multiscale entropy

Cited in

(10)

• Efficient synchronization estimation for complex time series using refined cross-sample entropy measure
• Weighted multifractal cross-correlation analysis based on Shannon entropy
• Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets
• Modified cross sample entropy and surrogate data analysis method for financial time series
• Scale-dependent intrinsic entropies of complex time series
• Time series analysis using composite multiscale entropy
• Analysis of complex time series using refined composite multiscale entropy
• Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods
• Characterization of time series through information quantifiers
• Asymmetric asynchrony of financial time series based on asymmetric multiscale cross-sample entropy

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