The detection of local irreversibility in time series based on segmentation

DOI10.1016/j.cnsns.2017.10.016OpenAlexW2765291590MaRDI QIDQ2205832

Pengjian Shang, Yue Teng

Publication date: 21 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2017.10.016

zbMATH Keywords

financial marketsskewnessmultiscalelocal irreversibility

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Communication, information (94Axx) Limit theorems in probability theory (60Fxx)

Related Items (2)

The novel multi-scale local irreversibility analysis method based on segmentation about time series ⋮ Multidimensional scaling method for complex time series feature classification based on generalized complexity-invariant distance

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