The novel multi-scale local irreversibility analysis method based on segmentation about time series

DOI10.1007/S11071-018-4680-5MaRDI QIDQ2308136zbMATH OpenOpenAlexWikidataFDO

Authors Lei Rong, Pengjian Shang

Publication date 25 March 2020

Published in Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11071-018-4680-5

zbMATH Keywords

financial time seriessegmentationmulti-scale analysissurrogate data analysislocal irreversibilityelectrocardiogram signal

Mathematics Subject Classification ID

Economic time series analysis (91B84) Time series analysis of dynamical systems (37M10)

Recommendations

• The detection of local irreversibility in time series based on segmentation
• Multiscale cross-sample entropy based on visibility graph for quantifying time series irreversibility
• Time irreversibility and intrinsics revealing of series with complex network approach
• Time reversal, symbolic series and irreversibility of human heartbeat
• Scale-dependent intrinsic entropies of complex time series

Cites work

• Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA
• Entropy analysis of integer and fractional dynamical systems
• Fractional differencing
• From time series to complex networks: the visibility graph
• Mixed-correlated ARFIMA processes for power-law cross-correlations
• Multifractal characteristics of palmprint and its extracted algorithm
• Multifractal cross-correlation analysis based on statistical moments
• Testing for nonlinearity in time series: the method of surrogate data
• The detection of local irreversibility in time series based on segmentation
• Time irreversibility and intrinsics revealing of series with complex network approach
• Time-reversibility of linear stochastic processes
• Weighted multifractal cross-correlation analysis based on Shannon entropy

Cited in

(6)

• The detection of local irreversibility in time series based on segmentation
• Time irreversibility analysis and abnormality detection based on Riemannian geometry for complex time series
• Classifying of welding time series based on multi-scale time irreversibility analysis and extreme learning machine
• Time irreversibility and intrinsics revealing of series with complex network approach
• Multiscale cross-sample entropy based on visibility graph for quantifying time series irreversibility
• Sorting ECGs by lag irreversibility

This page was built for publication: The novel multi-scale local irreversibility analysis method based on segmentation about time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2308136)