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

DOI10.1016/J.PHYSA.2022.127506OpenAlexW4280534687MaRDI QIDQ2144995FDOQ2144995

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

• Approximate entropy as a measure of system complexity.
• Multivariate permutation entropy and its application for complexity analysis of chaotic systems
• Complexity testing techniques for time series data: a comprehensive literature review
• Multiscale horizontal visibility entropy: measuring the temporal complexity of financial time series
• Quantifying complexity of financial short-term time series by composite multiscale entropy measure
• A conditional entropy bound for a pair of discrete random variables
• Phase permutation entropy : a complexity measure for nonlinear time series incorporating phase information
• Permutation and weighted-permutation entropy analysis for the complexity of nonlinear time series
• Approximate entropy profile: a novel approach to comprehend irregularity of short-term HRV signal
• A local echo state property through the largest Lyapunov exponent
• Multivariate multiscale complexity-entropy causality plane analysis for complex time series
• Generalized permutation entropy analysis based on the two-index entropic form \(S_{q,\delta}\)
• Measuring time series based on multiscale dispersion Lempel-Ziv complexity and dispersion entropy plane

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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