Characterizing dynamics of time series via Hill-index complexity measure
DOI10.1063/5.0010462OpenAlexW3105793103WikidataQ103824609 ScholiaQ103824609MaRDI QIDQ5140905FDOQ5140905
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
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Economic time series analysis (91B84) Time series analysis of dynamical systems (37M10) Dynamical systems in optimization and economics (37N40)
Cites Work
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- Permutation entropy analysis of financial time series based on Hill's diversity number
Cited In (4)
- Transition-based complexity-entropy causality diagram: a novel method to characterize complex systems
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- Characterization of time series through information quantifiers
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