Characterizing dynamics of time series via Hill-index complexity measure

DOI10.1063/5.0010462MaRDI QIDQ5140905zbMATH OpenOpenAlexWikidataFDO

Authors Kun Peng, Pengjian Shang, Yi Yin

Publication date 17 December 2020

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

Full work available at URL https://doi.org/10.1063/5.0010462

zbMATH Keywords

time seriesordinal patternscomplex system analysisHill-index complexity measure

Mathematics Subject Classification ID

Economic time series analysis (91B84) Time series analysis of dynamical systems (37M10) Dynamical systems in optimization and economics (37N40)

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Cites work

• scientific article; zbMATH DE number 3165855 (Why is no real title available?)
• scientific article; zbMATH DE number 49494 (Why is no real title available?)
• scientific article; zbMATH DE number 3794378 (Why is no real title available?)
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• Measurement of Diversity
• Multivariate multi-scale permutation entropy for complexity analysis of Alzheimer's disease EEG
• PARAMETER SELECTION FOR PERMUTATION ENTROPY MEASUREMENTS
• Permutation entropy analysis of financial time series based on Hill's diversity number
• Possible generalization of Boltzmann-Gibbs statistics.
• Scaling behaviors in differently developed markets
• Species diversity and predation strategies in a multiple species predator-prey model

Cited in

(4)

• Unraveling chaotic attractors by complex networks and measurements of stock market complexity
• Transition-based complexity-entropy causality diagram: a novel method to characterize complex systems
• Characterization of time series through information quantifiers
• Permutation entropy analysis of financial time series based on Hill's diversity number

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