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• W2561643219 abstract "In this paper, recently introduced permutation entropy and sample entropy are further developed to the fractional cases, weighted fractional permutation entropy (WFPE) and fractional sample entropy (FSE). The fractional order generalization of information entropy is utilized in the above two complexity approaches, to detect the statistical characteristics of fractional order information in complex systems. The effectiveness analysis of proposed methods on the synthetic data and the real-world data reveals that tuning the fractional order allows a high sensitivity and more accurate characterization to the signal evolution, which is useful in describing the dynamics of complex systems. Moreover, the numerical research on nonlinear complexity behaviors is compared between the returns series of Potts financial model and the actual stock markets. And the empirical results confirm the feasibility of the proposed model." @default.
• W2561643219 created "2017-01-06" @default.
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• W2561643219 date "2017-02-01" @default.
• W2561643219 modified "2023-09-27" @default.
• W2561643219 title "Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics" @default.
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• W2561643219 doi "https://doi.org/10.1016/j.physleta.2016.12.037" @default.
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