Efficient synchronization estimation for complex time series using refined cross-sample entropy measure

DOI10.1016/j.cnsns.2020.105556zbMath1456.37092OpenAlexW3090494990MaRDI QIDQ2213511

Pengjian Shang, Zuoquan Zhang, Du Shang

Publication date: 2 December 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.2020.105556

zbMATH Keywords

synchronizationfinancial time seriesheartbeat signalsrefined cross-sample entropy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Related Items (2)

An uncertainty measure based on Pearson correlation as well as a multiscale generalized Shannon-based entropy with financial market applications ⋮ A novel approach of dependence measure for complex signals

Uses Software

• PhysioToolkit

Cites Work

• Multidimensional scaling method for complex time series feature classification based on generalized complexity-invariant distance
• Measuring synchronization in coupled model systems: a comparison of different approaches
• The synchronization of chaotic systems
• Modified cross sample entropy and surrogate data analysis method for financial time series
• Modified multiscale cross-sample entropy for complex time series
• Modified generalized sample entropy and surrogate data analysis for stock markets
• Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets
• The Fisher-DisEn plane: a novel approach to distinguish different complex systems
• Approximate entropy as a measure of system complexity.
• Randomness and degrees of irregularity.
• Synchronization likelihood: an unbiased measure of generalized synchronization in multivariate data sets

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