Time series analysis using composite multiscale entropy

DOI10.3390/E15031069zbMATH Open1298.65020OpenAlexW2041287404MaRDI QIDQ742686FDOQ742686

Authors: Shuen-De Wu, Chiu-Wen Wu, Shiou-Gwo Lin, Chun-Chieh Wang, Kung-Yen Lee 

Publication date: 19 September 2014

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e15031069

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zbMATH Keywords

time seriesdata analysisnumerical examplesalgorithmmultiscale entropyfault diagnosiscomposite multiscale entropystatistical reliability

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17)

Cites Work

• Multivariate multi-scale permutation entropy for complexity analysis of Alzheimer's disease EEG
• Adaptive computation of multiscale entropy and its application in EEG signals for monitoring depth of anesthesia during surgery
• Multiscale entropy analysis of human gait dynamics
• Bearing fault diagnosis based on multiscale permutation entropy and support vector machine
• Multivariate multiscale entropy applied to center of pressure signals analysis: an effect of vibration stimulation of shoes
• Multi-scale entropy analysis of Mississippi river flow

Cited In (22)

• Complexity analysis of time series based on generalized fractional order refined composite multiscale dispersion entropy
• Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets
• Modified multiscale cross-sample entropy for complex time series
• Learning entropy: multiscale measure for incremental learning
• Linking market interaction intensity of 3D Ising type financial model with market volatility
• Multi-scale entropy analysis of Mississippi river flow
• Recognition study of denatured biological tissues based on multi-scale rescaled range permutation entropy
• Using the entropy of curves to segment a time or spatial series
• Multivariate generalized information entropy of financial time series
• Complexity modeling and analysis of chaos and other fluctuating phenomena
• Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments
• Analysis of complex time series using refined composite multiscale entropy
• Modified generalized sample entropy and surrogate data analysis for stock markets
• Quantifying complexity of financial short-term time series by composite multiscale entropy measure
• Complexity pursuit: Separating interesting components from time series
• A comparative study on apen, sampen and their fuzzy counterparts in a multiscale framework for feature extraction
• Efficient computation of multiscale entropy over short biomedical time series based on linear state-space models
• Multiscale transfer entropy: measuring information transfer on multiple time scales
• A summary: quantifying the complexity of financial markets using composite and multivariate multiscale entropy
• EMD-based analysis of complexity with dissociated EEG amplitude and frequency information: a data-driven robust tool -- for autism diagnosis -- compared to multi-scale entropy approach
• Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation
• Multiscale horizontal visibility entropy: measuring the temporal complexity of financial time series

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