| Publication | Date of Publication | Type |
|---|
| A novel and effective method for characterizing time series correlations based on martingale difference correlation | 2025-01-14 | Paper |
| A novel distance correlation entropy and auto-distance correlation function for measuring the complexity of time series data | 2024-08-21 | Paper |
| Multivariate synchronization curve: a measure of synchronization in different multivariate signals | 2024-06-21 | Paper |
| Dispersion complexity-entropy curves: an effective method to characterize the structures of nonlinear time series | 2024-06-08 | Paper |
| Analysis of the dispersion Havrda-Charvat entropy plane in financial time series | 2024-05-14 | Paper |
| A novel and effective method for quantifying complexity of nonlinear time series | 2024-01-23 | Paper |
| Analysis of time series in the cumulative residual entropy plane based on oscillation roughness exponent | 2023-08-02 | Paper |
| Effective instability quantification for multivariate complex time series using reverse Shannon-Fisher index | 2023-01-12 | Paper |
| Dispersion heterogeneous recurrence analysis and its use on fault detection | 2022-12-20 | Paper |
| Generalized Shannon-Fisher index: an effective method to quantify the instability of multivariate time series | 2022-12-20 | Paper |
| Time irreversibility analysis and abnormality detection based on Riemannian geometry for complex time series | 2022-12-20 | Paper |
| A new complexity measure: modified discrete generalized past entropy based on grain exponent | 2022-11-18 | Paper |
| Multi-Moment Multiscale Local Sample Entropy and Its Application to Complex Physiological Time Series | 2022-10-14 | Paper |
| Analysis of time series using a new entropy plane based on past entropy | 2022-08-29 | Paper |
| Complexity analysis of time series based on generalized fractional order cumulative residual distribution entropy | 2022-08-15 | Paper |
| Multifractal weighted permutation analysis based on Rényi entropy for financial time series | 2022-08-12 | Paper |
| A complexity measure for heart rate signals | 2022-08-10 | Paper |
| Nonuniversality of the horizontal visibility graph in inferring series periodicity | 2022-08-10 | Paper |
| Multivariate large deviations spectrum for the multiscale analysis of stock markets | 2022-08-05 | Paper |
| Multivariate generalized information entropy of financial time series | 2022-08-02 | Paper |
| Modified multifractal large deviation spectrum based on CID for financial market system | 2022-07-26 | Paper |
| Generalized entropy plane based on permutation entropy and distribution entropy analysis for complex time series | 2022-07-20 | Paper |
| Multivariate multiscale fractional order weighted permutation entropy of nonlinear time series | 2022-07-15 | Paper |
| Multiscale joint permutation entropy for complex time series | 2022-07-15 | Paper |
| Weighted multivariate composite multiscale sample entropy analysis for the complexity of nonlinear times series | 2022-06-30 | Paper |
| Diversity analysis based on ordered patterns | 2022-06-29 | Paper |
| Time irreversibility of financial time series based on higher moments and multiscale Kullback-Leibler divergence | 2022-06-28 | Paper |
| An improvement of the measurement of time series irreversibility with visibility graph approach | 2022-06-28 | Paper |
| A new measurement of financial time irreversibility based on information measures method | 2022-06-28 | Paper |
| Detrended fluctuation analysis based on higher-order moments of financial time series | 2022-06-27 | Paper |
| Analysis of financial time series using multiscale entropy based on skewness and kurtosis | 2022-06-27 | Paper |
| Time irreversibility and intrinsics revealing of series with complex network approach | 2022-06-27 | Paper |
| Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods | 2022-06-27 | Paper |
| Permutation entropy analysis based on Gini-Simpson index for financial time series | 2022-06-21 | Paper |
| Comparison of transfer entropy methods for financial time series | 2022-06-20 | Paper |
| Nonlinear transformation on the transfer entropy of financial time series | 2022-06-20 | Paper |
| KM-MIC: an improved maximum information coefficient based on K-medoids clustering | 2022-05-16 | Paper |
| Multiscale Rényi cumulative residual distribution entropy: reliability analysis of financial time series | 2022-04-22 | Paper |
| Permutation transition entropy: measuring the dynamical complexity of financial time series | 2022-04-07 | Paper |
| Fractional cumulative residual Kullback-Leibler information based on Tsallis entropy | 2022-04-07 | Paper |
| Measuring time series based on multiscale dispersion Lempel-Ziv complexity and dispersion entropy plane | 2022-04-01 | Paper |
| A novel approach of dependence measure for complex signals | 2021-11-16 | Paper |
| Multivariate multiscale complexity-entropy causality plane analysis for complex time series | 2021-08-31 | Paper |
| Analysis of Time Series Based on a New Entropy Plane by Using Weighted Dispersion Pattern | 2021-08-18 | Paper |
| Transition-based complexity-entropy causality diagram: a novel method to characterize complex systems | 2021-01-20 | Paper |
| Characterizing dynamics of time series via Hill-index complexity measure | 2020-12-17 | Paper |
| Complexity Analysis of Time Series Based on Generalized Fractional Order Refined Composite Multiscale Dispersion Entropy | 2020-12-03 | Paper |
| Efficient synchronization estimation for complex time series using refined cross-sample entropy measure | 2020-12-02 | Paper |
| Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix | 2020-10-23 | Paper |
| Multiscale transfer entropy: measuring information transfer on multiple time scales | 2020-10-23 | Paper |
| Measuring information transfer by dispersion transfer entropy | 2020-10-23 | Paper |
| An adaptive method for threshold of recurrence quantification analysis based on SAX | 2020-10-23 | Paper |
| Multidimensional scaling analysis of financial stocks based on Kronecker-delta dissimilarity | 2020-10-23 | Paper |
| The Fisher-DisEn plane: a novel approach to distinguish different complex systems | 2020-10-23 | Paper |
| Fractional cumulative residual entropy | 2020-10-22 | Paper |
| Financial time series analysis based on fractional and multiscale permutation entropy | 2020-10-22 | Paper |
| Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets | 2020-10-21 | Paper |
| The detection of local irreversibility in time series based on segmentation | 2020-10-21 | Paper |
| Recurrence quantity analysis based on matrix eigenvalues | 2020-10-21 | Paper |
| Symbolic phase transfer entropy method and its application | 2020-10-14 | Paper |
| Permutation entropy analysis of financial time series based on Hill's diversity number | 2020-10-14 | Paper |
| Recurrence quantity analysis based on singular value decomposition | 2020-10-07 | Paper |
| Detrended fluctuation analysis of multivariate time series | 2020-10-07 | Paper |
| A comparison study on stages of sleep: quantifying multiscale complexity using higher moments on coarse-graining | 2020-10-07 | Paper |
| Transfer entropy between multivariate time series | 2020-10-07 | Paper |
| Refined two-index entropy and multiscale analysis for complex system | 2020-09-19 | Paper |
| Dissimilarity measure based on ordinal pattern for physiological signals | 2020-09-15 | Paper |
| Permutation and weighted-permutation entropy analysis for the complexity of nonlinear time series | 2020-09-11 | Paper |
| Modified generalized sample entropy and surrogate data analysis for stock markets | 2020-09-11 | Paper |
| Weighted multifractal cross-correlation analysis based on Shannon entropy | 2020-09-10 | Paper |
| Traffic signals analysis using \textit{qSDiff} and \textit{qHDiff} with surrogate data | 2020-09-10 | Paper |
| Multidimensional scaling method for complex time series feature classification based on generalized complexity-invariant distance | 2020-08-04 | Paper |
| Analysis of complex time series based on EMD energy entropy plane | 2020-08-04 | Paper |
| Analysis of time series through complexity-entropy curves based on generalized fractional entropy | 2020-08-04 | Paper |
| Characterization of time series through information quantifiers | 2020-06-04 | Paper |
| The novel multi-scale local irreversibility analysis method based on segmentation about time series | 2020-03-25 | Paper |
| Complexity and uncertainty analysis of financial stock markets based on entropy of scale exponential spectrum | 2020-02-18 | Paper |
| PID: a PDF-induced distance based on permutation cross-distribution entropy | 2020-02-17 | Paper |
| Multiscale fractional-order approximate entropy analysis of financial time series based on the cumulative distribution matrix | 2020-02-17 | Paper |
| Generalized entropy plane based on large deviations theory for financial time series | 2020-01-14 | Paper |
| Cumulative Tsallis entropy based on power spectrum of financial time series | 2019-11-29 | Paper |
| Uncertainty of financial time series based on discrete fractional cumulative residual entropy | 2019-11-29 | Paper |
| Forecasting traffic time series with multivariate predicting method | 2019-03-21 | Paper |
| Modified multiscale cross-sample entropy for complex time series | 2019-03-21 | Paper |
| Compositional segmentation of time series in the financial markets | 2019-03-18 | Paper |
| The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series | 2019-01-08 | Paper |
| Analysis of Shannon-Fisher information plane in time series based on information entropy | 2018-11-16 | Paper |
| Modified cross sample entropy and surrogate data analysis method for financial time series | 2018-11-13 | Paper |
| Universal and non-universal properties of recurrence intervals of rare events | 2018-11-13 | Paper |
| Transfer mutual information: A new method for measuring information transfer to the interactions of time series | 2018-11-13 | Paper |
| Transfer entropy coefficient: quantifying level of information flow between financial time series | 2018-11-13 | Paper |
| The high order dispersion analysis based on first-passage-time probability in financial markets | 2018-11-13 | Paper |
| Multiscale multifractal diffusion entropy analysis of financial time series | 2018-09-20 | Paper |
| Financial time series analysis based on information categorization method | 2018-09-20 | Paper |
| Asymmetric multiscale detrended cross-correlation analysis of financial time series | 2017-11-17 | Paper |
| Asymmetric asynchrony of financial time series based on asymmetric multiscale cross-sample entropy | 2017-11-17 | Paper |
| Generalized permutation entropy analysis based on the two-index entropic form Sq,δ | 2017-11-17 | Paper |
| Multifractal time series analysis using the improved 0-1 test model | 2016-12-19 | Paper |
| Principal component analysis for non-stationary time series based on detrended cross-correlation analysis | 2016-11-09 | Paper |
| Modified multidimensional scaling approach to analyze financial markets | 2016-09-21 | Paper |
| Effect of linear and nonlinear filters on multifractal analysis | 2016-04-27 | Paper |
| Measuring the asymmetric contributions of individual subsystems | 2015-07-16 | Paper |
| Stock volatility analysis in financial markets based on diffusion entropy | 2014-11-03 | Paper |
| Information flow and cross-correlation of chinese stock markets based on transfer entropy and DCCA | 2014-01-29 | Paper |
| Multifractal cross-correlation analysis based on statistical moments | 2013-07-03 | Paper |
| MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS OF CHINESE STOCK MARKETS BASED ON TIME DELAY | 2011-11-17 | Paper |
| MINIMIZING PERIODIC TRENDS BY APPLYING LAPLACE TRANSFORM | 2011-08-16 | Paper |
| Modeling traffic flow correlation using DFA and DCCA | 2011-02-08 | Paper |
| Do self-similar sets with positive Lebesgue measure contain an interval? | 2010-10-25 | Paper |
| Multifractal characteristics of palmprint and its extracted algorithm | 2009-10-16 | Paper |
| Nonlinear analysis of traffic time series at different temporal scales | 2008-10-29 | Paper |
| Fractal nature of highway traffic data | 2007-11-12 | Paper |
| Fractal nature of time series in the sediment transport phenomenon | 2005-08-17 | Paper |
| Chaotic analysis of traffic time series | 2005-07-25 | Paper |
| Fractal properties of de Rham-type curve associated to random walk | 2004-08-19 | Paper |
| Power series and the open set condition of Hutchinson | 2004-03-29 | Paper |
| Hausdorff measure and dimension of some fractals in \(\mathbb{R}^N\) | 2002-10-02 | Paper |
| Fractal dimension of quasi-periodic orbits | 2002-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4505733 | 2001-05-28 | Paper |
| Is the Hausdorff dimension of a set and its image equal under binary coding map? | 2000-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4719067 | 2000-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4392189 | 1999-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3840469 | 1998-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4387914 | 1998-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4897164 | 1996-10-27 | Paper |
| Increasing property of spectrum in the vibrations of a cyclic chain of masses distributed according to the G | 1996-06-09 | Paper |
