Analysis of time series using a new entropy plane based on past entropy

DOI10.1016/J.CHAOS.2021.111477zbMATH Open1498.91423OpenAlexW3206730712MaRDI QIDQ2169783FDOQ2169783

Pengjian Shang, Guyue Qin

Publication date: 29 August 2022

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

Full work available at URL: https://doi.org/10.1016/j.chaos.2021.111477

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zbMATH Keywords

complexityfinancial time seriespast entropyentropy planeweighted permutation pattern

Mathematics Subject Classification ID

Financial markets (91G15) Measures of information, entropy (94A17)

Cites Work

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Cited In (1)

• Using the entropy of curves to segment a time or spatial series

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