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

DOI10.1016/J.CNSNS.2022.106904MaRDI QIDQ2108640OpenAlexFDO

Authors Binbin Shang, Pengjian 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)

Recommendations

• Characterization of time series through information quantifiers
• Putting relative complexity estimates to work: a simple and general statistical methodology
• Multivariate generalized information entropy of financial time series
• Analysis of Shannon-Fisher information plane in time series based on information entropy
• Analysis of time series through complexity-entropy curves based on generalized fractional entropy

Cites work

• A chaotic mapping that displays its own homoclinic structure
• A two-dimensional mapping with a strange attractor
• An equation for continuous chaos
• Characterizing system dynamics with a weighted and directed network constructed from time series data
• Complex network approach for recurrence analysis of time series
• Could network analysis of horizontal visibility graphs be faithfully used to infer long-term memory properties in real-world time series?
• Deterministic Nonperiodic Flow
• From the time series to the complex networks: the parametric natural visibility graph
• From time series to complex networks: the visibility graph
• Multiscale ordinal network analysis of human cardiac dynamics
• Recurrence networks -- a novel paradigm for nonlinear time series analysis
• Recurrence-based time series analysis by means of complex network methods
• Superfamily phenomena and motifs of networks induced from time series
• Temporal pattern in Corinth rift seismicity revealed by visibility graph analysis
• Vector visibility graph from multivariate time series: a new method for characterizing nonlinear dynamic behavior in two-phase flow
• Visibility graph analysis for re-sampled time series from auto-regressive stochastic processes
• YET ANOTHER CHAOTIC ATTRACTOR

This page was built for publication: Generalized Shannon-Fisher index: an effective method to quantify the instability of multivariate time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2108640)