Complexity analysis of time series based on generalized fractional order cumulative residual distribution entropy

DOI10.1016/J.PHYSA.2019.122582MaRDI QIDQ2164532zbMATH OpenOpenAlexWikidataFDO

Authors Yu Wang, Pengjian Shang

Publication date 15 August 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2019.122582

zbMATH Keywords

complexitycumulative residual distribution entropygeneralized fractional order cumulative residual distribution entropystock market

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• A dynamic discrimination information based on cumulative residual entropy and its properties
• A Mathematical Theory of Communication
• Approximate entropy as a measure of system complexity.
• Approximating fractional derivatives in the perspective of system control
• Approximating fractional derivatives through the generalized mean
• Cumulative Residual Entropy: A New Measure of Information
• Entropies based on fractional calculus
• Entropy analysis of integer and fractional dynamical systems
• Entropy and predictability of stock market returns.
• Fractional dynamics of a system with particles subjected to impacts
• Randomness and degrees of irregularity.

Cited in

(7)

• Fractional generalized cumulative entropy and its dynamic version
• Extended fractional cumulative past and paired \(\phi\)-entropy measures
• A new CKP hierarchy with two generalized time series and its reduction
• Extensions of fractional cumulative residual entropy with applications
• Results on a generalized fractional cumulative entropy
• A new parameter-free entropy based on fragment oscillation and its application in fault diagnosis
• A novel method to measure static and dynamic complexity of time series based on visualization curves

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