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

DOI10.1007/S11071-018-4680-5zbMATH Open1432.91091OpenAlexW2903047501WikidataQ128892410 ScholiaQ128892410MaRDI QIDQ2308136FDOQ2308136

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

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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)

Cites Work

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

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

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