Effective instability quantification for multivariate complex time series using reverse Shannon-Fisher index

DOI10.1016/J.CHAOS.2022.112295zbMATH Open1504.37090OpenAlexW4281726220MaRDI QIDQ2113085FDOQ2113085

Pengjian Shang, Binbin Shang

Publication date: 12 January 2023

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112295

zbMATH Keywords

multivariate time seriesnegation distributionShannon-Fisher indexvector visibility graph

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Cites Work

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

This page was built for publication: Effective instability quantification for multivariate complex time series using reverse Shannon-Fisher index

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2113085)