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• W3083994089 abstract "In this paper, we propose a new cross-sample entropy, namely the composite multiscale partial cross-sample entropy (CMPCSE), for quantifying the intrinsic similarity of two time series affected by common external factors. First, in order to test the validity of CMPCSE, we apply it to three sets of artificial data. Experimental results show that CMPCSE can accurately measure the intrinsic cross-sample entropy of two simultaneously recorded time series by removing the effects from the third time series. Then CMPCSE is employed to investigate the partial cross-sample entropy of Shanghai securities composite index (SSEC) and Shenzhen Stock Exchange Component Index (SZSE) by eliminating the effect of Hang Seng Index (HSI). Compared with the composite multiscale cross-sample entropy, the results obtained by CMPCSE show that SSEC and SZSE have stronger similarity. We believe that CMPCSE is an effective tool to study intrinsic similarity of two time series." @default.
• W3083994089 created "2020-09-14" @default.
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• W3083994089 date "2020-09-08" @default.
• W3083994089 modified "2023-09-25" @default.
• W3083994089 title "Composite Multiscale Partial Cross-Sample Entropy Analysis for Quantifying Intrinsic Similarity of Two Time Series Affected by Common External Factors" @default.
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• W3083994089 doi "https://doi.org/10.3390/e22091003" @default.
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• W3083994089 hasPublicationYear "2020" @default.
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