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Diversity analysis based on ordered patterns

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  • Zhang, Yali
  • Shang, Pengjian
  • Sun, Zhenghui

Abstract

Diversity index based on entropy such as Emlen index (EI) is suggested as a highly effective algorithm to detect complexity in nonlinear systems. In this paper, a method considering the amplitude information, called Weighted Emlen index (WEI) is proposed to extract the amplitude information and track the signal changes. And then, we expand EI∕WEI methods to multiple time scales. Thus, multiscale Emlen index (MSEI) and multiscale Weighted Emlen index (MSWEI) will be used to discuss the complexity of traffic time series under different scales. Results show that there are differences between the complexity of weekend traffic time series and workday time series, which gives a better classification of traffic systems for making prediction.

Suggested Citation

  • Zhang, Yali & Shang, Pengjian & Sun, Zhenghui, 2018. "Diversity analysis based on ordered patterns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 1126-1133.
    • Handle: RePEc:eee:phsmap:v:506:y:2018:i:c:p:1126-1133
    DOI: 10.1016/j.physa.2018.05.026
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    References listed on IDEAS

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    1. Schadschneider, Andreas, 2000. "Statistical physics of traffic flow," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 285(1), pages 101-120.
    2. Costa, M. & Peng, C.-K. & L. Goldberger, Ary & Hausdorff, Jeffrey M., 2003. "Multiscale entropy analysis of human gait dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(1), pages 53-60.
    3. Shang, Pengjian & Li, Xuewei & Kamae, Santi, 2005. "Chaotic analysis of traffic time series," Chaos, Solitons & Fractals, Elsevier, vol. 25(1), pages 121-128.
    4. Leonenko, Nikolaj & Seleznjev, Oleg, 2010. "Statistical inference for the [epsilon]-entropy and the quadratic Rényi entropy," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 1981-1994, October.
    5. Jing Wang & Pengjian Shang & Xiaojun Zhao & Jianan Xia, 2013. "Multiscale Entropy Analysis Of Traffic Time Series," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 24(02), pages 1-14.
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