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1

Detrended Cross-Correlation Analysis Between Multivariate Time Series

Mao, Xuegeng, Shang, Pengjian

Journal:

Year:

2018

Language:

english

File:

PDF, 816 KB

english, 2018

2

Rényi Entropy and Surrogate Data Analysis for Stock Markets

Sun, Yupeng, Shang, Pengjian, He, Jiayi, Xu, Mengjia

Journal:

Fluctuation and Noise Letters

Year:

2018

Language:

english

File:

PDF, 354 KB

english, 2018

3

Generalized entropy plane based on large deviations theory for financial time series

Chen, Shijian, Shang, Pengjian, Wu, Yue

Journal:

Applied Mathematics and Computation

Year:

2020

Language:

english

File:

PDF, 1.21 MB

english, 2020

4

Comparison of Multiscale Methods in the Stock Markets for Detrended Cross-correlation Analysis and Cross-sample Entropy

Yin, Yi, Shang, Pengjian

Journal:

Fluctuation and Noise Letters

Year:

2014

Language:

english

File:

PDF, 532 KB

english, 2014

5

Comparison of transfer entropy methods for financial time series

He, Jiayi, Shang, Pengjian

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2017

Language:

english

File:

PDF, 2.14 MB

english, 2017

6

Fractional cumulative residual entropy

Xiong, Hui, Shang, Pengjian, Zhang, Yali

Journal:

Communications in Nonlinear Science and Numerical Simulation

Year:

2019

Language:

english

File:

PDF, 822 KB

english, 2019

7

Financial time series analysis using the relation between MPE and MWPE

Chen, Shijian, Shang, Pengjian

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2020

Language:

english

File:

PDF, 2.85 MB

english, 2020

8

Cross-sample entropy statistic as a measure of synchronism and cross-correlation of stock markets

Wenbin Shi, Pengjian Shang

Journal:

Nonlinear Dynamics

Year:

2013

Language:

english

File:

PDF, 841 KB

english, 2013

9

Modified generalized sample entropy and surrogate data analysis for stock markets

Xu, Mengjia, Shang, Pengjian, Huang, Jingjing

Journal:

Communications in Nonlinear Science and Numerical Simulation

Year:

2015

Language:

english

File:

PDF, 2.03 MB

english, 2015

10

Time irreversibility of financial time series based on higher moments and multiscale Kullback–Leibler divergence

Li, Jinyang, Shang, Pengjian

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2018

Language:

english

File:

PDF, 1005 KB

english, 2018

11

Multiscale Tsallis permutation entropy analysis for complex physiological time series

li, Chao, Shang, Pengjian

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2019

Language:

english

File:

PDF, 950 KB

english, 2019

12

Fractal nature of time series in the sediment transport phenomenon

Pengjian Shang, Santi Kamae

Journal:

Chaos, Solitons & Fractals

Year:

2005

Language:

english

File:

PDF, 181 KB

english, 2005

13

Multiscale multifractal detrended cross-correlation analysis of financial time series

Shi, Wenbin, Shang, Pengjian, Wang, Jing, Lin, Aijing

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2014

Language:

english

File:

PDF, 837 KB

english, 2014

14

MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS

WANG, JING, SHANG, PENGJIAN, GE, WEIJIE

Journal:

Year:

2012

Language:

english

File:

PDF, 896 KB

english, 2012

15

Analysis of financial stock markets through the multiscale cross-distribution entropy based on the Tsallis entropy

Wang, Yuanyuan, Shang, Pengjian

Journal:

Nonlinear Dynamics

Year:

2018

Language:

english

File:

PDF, 1.13 MB

english, 2018

16

Multifractal diffusion entropy analysis on stock volatility in financial markets

Jingjing Huang, Pengjian Shang, Xiaojun Zhao

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2012

Language:

english

File:

PDF, 739 KB

english, 2012

17

Multiscale multifractal analysis of traffic signals to uncover richer structures

Wang, Jing, Shang, Pengjian, Cui, Xingran

Journal:

Physical Review E

Year:

2014

Language:

english

File:

PDF, 1.69 MB

english, 2014

18

Classifying of financial time series based on multiscale entropy and multiscale time irreversibility

Xia, Jianan, Shang, Pengjian, Wang, Jing, Shi, Wenbin

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2014

Language:

english

File:

PDF, 613 KB

english, 2014

19

The similarity analysis of financial stocks based on information clustering

Tian, Qiang, Shang, Pengjian, Feng, Guochen

Journal:

Nonlinear Dynamics

Year:

2016

Language:

english

File:

PDF, 926 KB

english, 2016

20

Forecasting traffic time series with multivariate predicting method

Yin, Yi, Shang, Pengjian

Journal:

Applied Mathematics and Computation

Year:

2016

Language:

english

File:

PDF, 1.27 MB

english, 2016

21

Weighted multifractal analysis of financial time series

Xiong, Hui, Shang, Pengjian

Journal:

Nonlinear Dynamics

Year:

2017

Language:

english

File:

PDF, 1.11 MB

english, 2017

22

Topological entropy and geometric entropy and their application to the horizontal visibility graph for financial time series

Rong, Lei, Shang, Pengjian

Journal:

Nonlinear Dynamics

Year:

2018

Language:

english

File:

PDF, 1.18 MB

english, 2018

23

Multiscale time irreversibility analysis of financial time series based on segmentation

Xu, Meng, Shang, Pengjian

Journal:

Nonlinear Dynamics

Year:

2018

Language:

english

File:

PDF, 629 KB

english, 2018

24

Analysis of Shannon-Fisher information plane in time series based on information entropy

Wang, Yuanyuan, Shang, Pengjian

Journal:

Chaos An Interdisciplinary Journal of Nonlinear Science

Year:

2018

Language:

english

File:

PDF, 934 KB

english, 2018

25

The complexity–entropy causality plane based on multivariate multiscale distribution entropy of traffic time series

Zhang, Yali, Shang, Pengjian

Journal:

Nonlinear Dynamics

Year:

2019

Language:

english

File:

PDF, 736 KB

english, 2019

26

Analysis of complex time series based on EMD energy entropy plane

Gao, Jing, Shang, Pengjian

Journal:

Nonlinear Dynamics

Year:

2019

Language:

english

File:

PDF, 934 KB

english, 2019

27

Complexity analysis of multiscale multivariate time series based on entropy plane via vector visibility graph

Shang, Binbin, Shang, Pengjian

Journal:

Nonlinear Dynamics

Year:

2020

File:

PDF, 1.10 MB

2020

28

Efficient synchronization estimation for complex time series using refined cross-sample entropy measure

Shang, Du, Shang, Pengjian, Zhang, Zuoquan

Journal:

Communications in Nonlinear Science and Numerical Simulation

Year:

2021

File:

PDF, 1.82 MB

2021

29

Generalized entropy plane based on multiscale weighted multivariate dispersion entropy for financial time series

Wang, Zhuo, Shang, Pengjian

Journal:

Chaos, Solitons & Fractals

Year:

2020

File:

PDF, 865 KB

2020

30

Minimizing the effect of exponential trends in detrended fluctuation analysis

Na Xu, Pengjian Shang, Santi Kamae

Journal:

Chaos, Solitons & Fractals

Year:

2009

Language:

english

File:

PDF, 154 KB

english, 2009

31

The application of Hölder exponent to traffic congestion warning

Pengjian Shang, Yongbo Lu, Santi Kama

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2006

Language:

english

File:

PDF, 215 KB

english, 2006

32

Do self-similar sets with positive Lebesgue measure contain an interval?

Keqiang Dong, Pengjian Shang

Journal:

Applied Mathematics Letters

Year:

2010

Language:

english

File:

PDF, 354 KB

english, 2010

33

Chaotic analysis of time series in the sediment transport phenomenon

Pengjian Shang, Xu Na, Santi Kamae

Journal:

Chaos, Solitons & Fractals

Year:

2009

Language:

english

File:

PDF, 279 KB

english, 2009

34

Modeling traffic flow correlation using DFA and DCCA

Na Xu, Pengjian Shang, Santi Kamae

Journal:

Nonlinear Dynamics

Year:

2010

Language:

english

File:

PDF, 538 KB

english, 2010

35

Cross-correlations and structures of stock markets based on multiscale MF-DXA and PCA

Lin, Aijing, Shang, Pengjian, Zhou, Huachun

Journal:

Nonlinear Dynamics

Year:

2014

Language:

english

File:

PDF, 1.06 MB

english, 2014

36

The coupling analysis of stock market indices based on cross-permutation entropy

Shi, Wenbin, Shang, Pengjian, Lin, Aijing

Journal:

Nonlinear Dynamics

Year:

2015

Language:

english

File:

PDF, 581 KB

english, 2015

37

The multiscale analysis between stock market time series

Shi, Wenbin, Shang, Pengjian

Journal:

International Journal of Modern Physics C

Year:

2015

Language:

english

File:

PDF, 540 KB

english, 2015

38

Weighted multiscale permutation entropy of financial time series

Yin, Yi, Shang, Pengjian

Journal:

Nonlinear Dynamics

Year:

2014

Language:

english

File:

PDF, 1.46 MB

english, 2014

39

The scaling properties of stock markets based on modified multiscale multifractal detrended fluctuation analysis

Lin, Aijing, Ma, Hui, Shang, Pengjian

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2015

Language:

english

File:

PDF, 1.96 MB

english, 2015

40

Asymmetric asynchrony of financial time series based on asymmetric multiscale cross-sample entropy

Yin, Yi, Shang, Pengjian

Journal:

Chaos An Interdisciplinary Journal of Nonlinear Science

Year:

2015

Language:

english

File:

PDF, 2.65 MB

english, 2015

41

A comprehensive segmentation analysis of crude oil market based on time irreversibility

Xia, Jianan, Shang, Pengjian, Lu, Dan, Yin, Yi

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2016

Language:

english

File:

PDF, 678 KB

english, 2016

42

Principal component analysis for non-stationary time series based on detrended cross-correlation analysis

Zhao, Xiaojun, Shang, Pengjian

Journal:

Nonlinear Dynamics

Year:

2016

Language:

english

File:

PDF, 3.39 MB

english, 2016

43

Modified multiscale cross-sample entropy for complex time series

Yin, Yi, Shang, Pengjian, Feng, Guochen

Journal:

Applied Mathematics and Computation

Year:

2016

Language:

english

File:

PDF, 1.03 MB

english, 2016

44

Recurrence quantity analysis based on singular value decomposition

Bian, Songhan, Shang, Pengjian

Journal:

Communications in Nonlinear Science and Numerical Simulation

Year:

2017

Language:

english

File:

PDF, 2.63 MB

english, 2017

45

Multiscale recurrence quantification analysis of order recurrence plots

Xu, Mengjia, Shang, Pengjian, Lin, Aijing

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2017

Language:

english

File:

PDF, 664 KB

english, 2017

46

Multivariate weighted multiscale permutation entropy for complex time series

Yin, Yi, Shang, Pengjian

Journal:

Nonlinear Dynamics

Year:

2017

Language:

english

File:

PDF, 1.65 MB

english, 2017

47

The detection of local irreversibility in time series based on segmentation

Teng, Yue, Shang, Pengjian

Journal:

Communications in Nonlinear Science and Numerical Simulation

Year:

2018

Language:

english

File:

PDF, 2.10 MB

english, 2018

48

Refined composite multiscale weighted-permutation entropy of financial time series

Zhang, Yongping, Shang, Pengjian

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2017

Language:

english

File:

PDF, 629 KB

english, 2017

49

Multiscale Analysis of Time Irreversibility Based on Phase-Space Reconstruction and Horizontal Visibility Graph Approach

Zhang, Yongping, Shang, Pengjian, Xiong, Hui, Xia, Jianan

Journal:

Fluctuation and Noise Letters

Year:

2018

Language:

english

File:

PDF, 549 KB

english, 2018

50

Weighted multiscale Rényi permutation entropy of nonlinear time series

Chen, Shijian, Shang, Pengjian, Wu, Yue

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2018

Language:

english

File:

PDF, 3.34 MB

english, 2018