Generalized entropy plane based on multiscale weighted multivariate dispersion entropy for financial time series
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DOI: 10.1016/j.chaos.2020.110473
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Cited by:
- Li, Yuxing & Wu, Junxian & Yi, Yingmin & Gu, Yunpeng, 2023. "Unequal-step multiscale integrated mapping dispersion Lempel-Ziv complexity: A novel complexity metric for signal analysis," Chaos, Solitons & Fractals, Elsevier, vol. 175(P1).
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Keywords
Dispersion entropy; Generalized entropy plane; Weighted multivariate dispersion entropy; Multiscale; Stock market;All these keywords.
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