Classifying of financial time series based on multiscale entropy and multiscale time irreversibility
Year of publication: |
2014
|
---|---|
Authors: | Xia, Jianan ; Shang, Pengjian ; Wang, Jing ; Shi, Wenbin |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 400.2014, C, p. 151-158
|
Publisher: |
Elsevier |
Subject: | Multiscale time irreversibility | Multiscale entropy | Financial time series |
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