Weighted permutation entropy based on different symbolic approaches for financial time series
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DOI: 10.1016/j.physa.2015.09.067
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Cited by:
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- Zhai, Lusheng & Wu, Yinglin & Yang, Jie & Xie, Hailin, 2020. "Characterizing initiation of gas–liquid churn flows using coupling analysis of multivariate time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(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.
- Liu, Hongzhi & Zhang, Xie & Hu, Huaqing & Zhang, Xingchen, 2022. "Exploring the impact of flow values on multiscale complexity quantification of airport flight flow fluctuations," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
- Han, Yun-Feng & Jin, Ning-De & Zhai, Lu-Sheng & Ren, Ying-Yu & He, Yuan-Sheng, 2019. "An investigation of oil–water two-phase flow instability using multivariate multi-scale weighted permutation entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 518(C), pages 131-144.
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Keywords
Weighted permutation entropy (WPE); Symbolic approaches; Financial time series;All these keywords.
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