Modified multiscale cross-sample entropy for complex time series

Volume: 289, Pages: 98 - 110
Published: Oct 1, 2016
Abstract
We introduce the CMCSE and further propose the RCMCSE method.MCSE, CMCSE and RCMCSE methods are employed to artificial and financial time series.RCMCSE reduces standard deviation and the probability of inducing undefined entropy.RCMCSE can provide better robustness and more accurate entropies.RCMCSE is more applicable for the study between US and Chinese stock markets. In this paper, we introduce the composite multiscale cross-sample entropy...
Paper Details
Title
Modified multiscale cross-sample entropy for complex time series
Published Date
Oct 1, 2016
Volume
289
Pages
98 - 110
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