Multiwavelet scale multidimensional recurrence quantification analysis

DOI10.1063/5.0025882zbMath1459.42055OpenAlexW3107528193WikidataQ104678139 ScholiaQ104678139MaRDI QIDQ3388151

Qian He, Jing-Jing 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) Numerical methods for discrete and fast Fourier transforms (65T50) Dynamical systems in optimization and economics (37N40)

Uses Software

• K2

Cites Work

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

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