Fractional multiscale phase permutation entropy for quantifying the complexity of nonlinear time series

DOI10.1016/J.PHYSA.2022.127506MaRDI QIDQ2144995zbMATH OpenOpenAlexFDO

Authors Li Wan, Guang Ling, Zhi-Hong Guan, Yu-Han Tong, Qing-Ju Fan

Publication date 17 June 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2022.127506

zbMATH Keywords

financial time seriesdynamic change detectionfractional multiscale phase permutation entropymultiscale weighted phase permutation entropy

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

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• Multivariate permutation entropy and its application for complexity analysis of chaotic systems
• Permutation and weighted-permutation entropy analysis for the complexity of nonlinear time series
• Phase permutation entropy : a complexity measure for nonlinear time series incorporating phase information
• Quantifying complexity of financial short-term time series by composite multiscale entropy measure

Cited in

(5)

• Characterizing the statistical complexity of nonlinear time series via ordinal pattern transition networks
• Scale-dependent intrinsic entropies of complex time series
• Multivariate permutation entropy and its application for complexity analysis of chaotic systems
• A new parameter-free entropy based on fragment oscillation and its application in fault diagnosis
• Refined composite multiscale phase Rényi dispersion entropy for complexity measure

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