NF-CECP: a novel approach to distinguish signals with different properties via modified Fisher information measure

DOI10.1016/J.CNSNS.2020.105272MaRDI QIDQ2208089zbMATH OpenOpenAlexFDO

Authors Jiayi He, Pengjian Sha

Publication date 23 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.2020.105272

zbMATH Keywords

complexity-entropy causality planedistinctionFisher information measureKullback-Leibler divergence

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Applications of statistics to economics (62P20) Measures of information, entropy (94A17)

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Cites work

• An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
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• PARAMETER SELECTION FOR PERMUTATION ENTROPY MEASUREMENTS
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• Simple mathematical models with very complicated dynamics
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Cited in

(1)

• Transition-based complexity-entropy causality diagram: a novel method to characterize complex systems

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