Generalized permutation entropy analysis based on the two-index entropic form S_q,

DOI10.1063/1.4921552MaRDI QIDQ4591673zbMATH OpenOpenAlexWikidataFDO

Authors Mengjia Xu, Pengjian Shang

Publication date 17 November 2017

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

Full work available at URL https://doi.org/10.1063/1.4921552

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

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Cites work

• Approximate entropy as a measure of system complexity.
• Colloquium: area laws for the entanglement entropy
• Fractional differencing
• scientific article; zbMATH DE number 1160035 (Why is no real title available?)
• scientific article; zbMATH DE number 2060078 (Why is no real title available?)
• Introduction to Nonextensive Statistical Mechanics
• Possible generalization of Boltzmann-Gibbs statistics.

Cited in

(14)

• Phase permutation entropy : a complexity measure for nonlinear time series incorporating phase information
• Fractional multiscale phase permutation entropy for quantifying the complexity of nonlinear time series
• Multivariate generalized information entropy of financial time series
• Permutation entropy as the measure of globalization process
• Permutation and weighted-permutation entropy analysis for the complexity of nonlinear time series
• Modified generalized sample entropy and surrogate data analysis for stock markets
• Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets
• Permutation entropy revisited
• A novel method of visualizing \(q\)-complexity-entropy curve in the multiscale fashion
• PARAMETER SELECTION FOR PERMUTATION ENTROPY MEASUREMENTS
• A generalized permutation entropy for noisy dynamics and random processes
• Analysis of the dispersion Havrda-Charvat entropy plane in financial time series
• A novel method to measure static and dynamic complexity of time series based on visualization curves
• Permutation entropy of fractional Brownian motion and fractional Gaussian noise

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