Multiwavelet scale multidimensional recurrence quantification analysis

DOI10.1063/5.0025882zbMATHOpenAlexWikidataMaRDI QIDQ3388151FDO

Authors Qian He, Jingjing Huang

Publication date 11 January 2021

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/5.0025882

zbMATH Keywords

wavelet packet decompositionChinese stock market

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Dynamical systems in optimization and economics (37N40) Numerical methods for discrete and fast Fourier transforms (65T50)

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Cites work

• A theory for multiresolution signal decomposition: the wavelet representation
• Deterministic Nonperiodic Flow
• Fractional frequency hybrid model based on EEMD for financial time series forecasting
• Multiscale multifractal diffusion entropy analysis of financial time series

Cited in

(2)

• A method for analyzing correlation between multiscale and multivariate systems -- multiscale multidimensional cross recurrence quantification (MMDCRQA)
• Enhanced multiresolution wavelet analysis of complex dynamics in nonlinear systems

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• K2

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