Analysis of Shannon-Fisher information plane in time series based on information entropy

DOI10.1063/1.5023031MaRDI QIDQ4556533zbMATH OpenOpenAlexWikidataFDO

Authors Pengjian Shang, Yuanyuan Wang

Publication date 16 November 2018

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

Full work available at URL https://doi.org/10.1063/1.5023031

Mathematics Subject Classification ID

Economic time series analysis (91B84) Financial applications of other theories (91G80)

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Cites work

• scientific article; zbMATH DE number 1770492 (Why is no real title available?)
• scientific article; zbMATH DE number 4001210 (Why is no real title available?)
• A Mathematical Theory of Communication
• Analysis of signals in the Fisher-Shannon information plane
• Analysis of temperature time-series: embedding dynamics into the MDS method
• Contrasting chaos with noise via local versus global information quantifiers
• Detecting regular dynamics from time series using permutations slopes
• Discrete densities and Fisher information
• Financial time series analysis based on information categorization method
• Fisher information and nonlinear dynamics
• Fisher-Shannon plane and statistical complexity of atoms
• Fractional differencing
• Information theoretic inequalities
• LMC-complexity and various chaotic regimes
• On minimum Fisher information distributions with restricted support and fixed variance
• Refined two-index entropy and multiscale analysis for complex system
• Science from Fisher Information
• The pricing of options and corporate liabilities
• Weighted multifractal cross-correlation analysis based on Shannon entropy

Cited in

(9)

• The Fisher-DisEn plane: a novel approach to distinguish different complex systems
• Generalized Shannon-Fisher index: an effective method to quantify the instability of multivariate time series
• Variance of entropy for testing time-varying regimes with an application to meme stocks
• Characterizing complexity of non-invertible chaotic maps in the Shannon-Fisher information plane with ordinal patterns
• Analysis of financial time series with binary \(n\)-grams frequency dictionaries
• Analysis of signals in the Fisher-Shannon information plane
• Fisher information matrix of binary time series
• Financial time series analysis based on information categorization method
• A novel method to measure static and dynamic complexity of time series based on visualization curves

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