EMD based refined composite multiscale entropy analysis of complex signals
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DOI: 10.1016/j.physa.2014.12.001
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- Xia, Jianan & Shang, Pengjian & Wang, Jing & Shi, Wenbin, 2014. "Classifying of financial time series based on multiscale entropy and multiscale time irreversibility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 151-158.
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Cited by:
- Yin, Yi & Shang, Pengjian & Feng, Guochen, 2016. "Modified multiscale cross-sample entropy for complex time series," Applied Mathematics and Computation, Elsevier, vol. 289(C), pages 98-110.
- Wang, Shujia & Yang, Zhuojin & Zheng, Xin & Ma, Zhuang, 2024. "Analysis of complex time series based on EEMD energy entropy plane," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
- Tian, Hu & Zheng, Xiaolong & Zeng, Daniel Danjun, 2019. "Analyzing the dynamic sectoral influence in Chinese and American stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
- Zhang, Ningning & Lin, Aijing & Ma, Hui & Shang, Pengjian & Yang, Pengbo, 2018. "Weighted multivariate composite multiscale sample entropy analysis for the complexity of nonlinear times series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 595-607.
- Brechtl, Jamieson & Xie, Xie & Liaw, Peter K. & Zinkle, Steven J., 2018. "Complexity modeling and analysis of chaos and other fluctuating phenomena," Chaos, Solitons & Fractals, Elsevier, vol. 116(C), pages 166-175.
- Xu, Meng & Shang, Pengjian, 2018. "Analysis of financial time series using multiscale entropy based on skewness and kurtosis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1543-1550.
- Xia, Jianan & Shang, Pengjian & Lu, Dan & Yin, Yi, 2016. "A comprehensive segmentation analysis of crude oil market based on time irreversibility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 104-114.
- Fan, Qingju, 2016. "Asymmetric multiscale detrended fluctuation analysis of California electricity spot price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 252-260.
- Xiong, Hui & Shang, Pengjian & Bian, Songhan, 2017. "Detecting intrinsic dynamics of traffic flow with recurrence analysis and empirical mode decomposition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 70-84.
- Liu, Yunxiao & Lin, Youfang & Wang, Jing & Shang, Pengjian, 2018. "Refined generalized multiscale entropy analysis for physiological signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 975-985.
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Keywords
Complexity; Multiscale entropy; Empirical mode decomposition; Traffic signal; Periodical trend;All these keywords.
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