Characterization of time series through information quantifiers

DOI10.1016/j.chaos.2019.109565zbMath1434.91047OpenAlexW2994902634MaRDI QIDQ2185137

Pengjian Shang, Zhengli Liu, Yuan Yuan Wang

Publication date: 4 June 2020

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

Full work available at URL: https://doi.org/10.1016/j.chaos.2019.109565

zbMATH Keywords

financial time seriesFisher information measurecomplexity-entropy curvesdistribution entropy\(k\)-entropy

Mathematics Subject Classification ID

Economic time series analysis (91B84) Measures of information, entropy (94A17)

Cites Work

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• Discriminating image textures with the multiscale two-dimensional complexity-entropy causality plane

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