Maximum approximate entropy and r threshold: A new approach for regularity changes detection
| Year of publication: |
2014
|
|---|---|
| Authors: | Restrepo, Juan F. ; Schlotthauer, Gastón ; Torres, María E. |
| Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 409.2014, C, p. 97-109
|
| Publisher: |
Elsevier |
| Subject: | Non-linear dynamics | Approximate entropy | Chaotic time-series |
-
Approximate Entropy as an Irregularity Measure for Financial Data
Pincus, Steve, (2008)
-
Application of VIX and entropy indicators for portfolio rotation strategies
Jadhao, Gaurav, (2017)
-
Measuring capital market efficiency : long-term memory, fractal dimension and approximate entropy
Kristoufek, Ladislav, (2014)
- More ...
-
Multiresolution information measures applied to speech recognition
Torres, María E., (2007)
-
Statistical method for sparse coding of speech including a linear predictive model
Rufiner, Hugo L., (2006)
- More ...