Ordinal patterns-based methodologies for distinguishing chaos from noise in discrete time series
M Zanin, F Olivares - Communications Physics, 2021 - nature.com
One of the most important aspects of time series is their degree of stochasticity vs. chaoticity.
Since the discovery of chaotic maps, many algorithms have been proposed to discriminate …
Since the discovery of chaotic maps, many algorithms have been proposed to discriminate …
[HTML][HTML] Permutation entropy based time series analysis: Equalities in the input signal can lead to false conclusions
A symbolic encoding scheme, based on the ordinal relation between the amplitude of
neighboring values of a given data sequence, should be implemented before estimating the …
neighboring values of a given data sequence, should be implemented before estimating the …
Permutation entropy and statistical complexity analysis of Brazilian agricultural commodities
Agricultural commodities are considered perhaps the most important commodities, as any
abrupt increase in food prices has serious consequences on food security and welfare …
abrupt increase in food prices has serious consequences on food security and welfare …
Fluctuation-based reverse dispersion entropy and its applications to signal classification
S Jiao, B Geng, Y Li, Q Zhang, Q Wang - Applied Acoustics, 2021 - Elsevier
The recently proposed fluctuation-based dispersion entropy (FDE) can distinguish various
physiological states of biomedical time series, and is usually used in the field of …
physiological states of biomedical time series, and is usually used in the field of …
Collective dynamics of stock market efficiency
Summarized by the efficient market hypothesis, the idea that stock prices fully reflect all
available information is always confronted with the behavior of real-world markets. While …
available information is always confronted with the behavior of real-world markets. While …
Taxonomy of commodities assets via complexity-entropy causality plane
LHS Fernandes, FHA Araújo - Chaos, Solitons & Fractals, 2020 - Elsevier
This paper promotes insights based on an empirical analysis of the complex dynamics of 12
significant assets of the commodity market. We applied the Complexity-entropy causality …
significant assets of the commodity market. We applied the Complexity-entropy causality …
Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market
The efficient market hypothesis has far-reaching implications for financial trading and market
stability. Whether or not cryptocurrencies are informationally efficient has therefore been the …
stability. Whether or not cryptocurrencies are informationally efficient has therefore been the …
An analysis of brazilian agricultural commodities using permutation–information theory quantifiers: The influence of food crisis
We analyze predictability of selected Brazilian agricultural commodity prices (cotton, sugar,
coffee, soybean and cattle) during the period 1997–2018 which encompasses the periods of …
coffee, soybean and cattle) during the period 1997–2018 which encompasses the periods of …
Characterizing time series via complexity-entropy curves
The search for patterns in time series is a very common task when dealing with complex
systems. This is usually accomplished by employing a complexity measure such as …
systems. This is usually accomplished by employing a complexity measure such as …
Entropy measures for early detection of bearing faults
This paper investigates the performance of the 12 entropy-based features for the monitoring
and detection of bearing faults. These entropy measures were proposed both in time …
and detection of bearing faults. These entropy measures were proposed both in time …