Multiwavelet scale multidimensional recurrence quantification analysis

DOI10.1063/5.0025882zbMATH Open1459.42055OpenAlexW3107528193WikidataQ104678139 ScholiaQ104678139MaRDI QIDQ3388151FDOQ3388151

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

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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)

Cites Work

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

Uses Software

• K2

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