Analysis of complex time series based on EMD energy entropy plane

DOI10.1007/S11071-019-04800-5MaRDI QIDQ783487zbMATH OpenOpenAlexFDO

Authors Jing Gao, Pengjian Shang

Publication date 4 August 2020

Published in Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11071-019-04800-5

zbMATH Keywords

financial time serieslogistic map[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=H%EF%BF%BD%EF%BF%BDnon+map&go=Go H��non map]EMD energy entropy plane

Mathematics Subject Classification ID

Economic time series analysis (91B84) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Time series analysis of dynamical systems (37M10)

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Cites work

• scientific article; zbMATH DE number 3591594 (Why is no real title available?)
• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• Atangana-Baleanu fractional approach to the solutions of Bagley-Torvik and Painlevé equations in Hilbert space
• Bifurcations in the Lozi map
• Eliminating the picket fence effect of the fast Fourier transform
• Entropy analysis of integer and fractional dynamical systems
• Fractional differencing
• Numerical algorithm for solving time-fractional partial integrodifferential equations subject to initial and Dirichlet boundary conditions
• Numerical solutions of integrodifferential equations of Fredholm operator type in the sense of the Atangana-Baleanu fractional operator
• On the optimal choice of a wavelet for signal representation
• Solutions of time-fractional Tricomi and Keldysh equations of Dirichlet functions types in Hilbert space
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

Cited in

(4)

• A novel integrated measure for energy market efficiency
• Analysis of time series using a new entropy plane based on past entropy
• Multiscale measures of phase-space trajectories
• Analysis of time series based on a new entropy plane by using weighted dispersion pattern

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