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Refined two-index entropy and multiscale analysis for complex system.
- Source :
-
Communications in Nonlinear Science & Numerical Simulation . Oct2016, Vol. 39, p233-247. 15p. - Publication Year :
- 2016
-
Abstract
- As a fundamental concept in describing complex system, entropy measure has been proposed to various forms, like Boltzmann–Gibbs (BG) entropy, one-index entropy, two-index entropy, sample entropy, permutation entropy etc. This paper proposes a new two-index entropy S q,δ and we find the new two-index entropy is applicable to measure the complexity of wide range of systems in the terms of randomness and fluctuation range. For more complex system, the value of two-index entropy is smaller and the correlation between parameter δ and entropy S q,δ is weaker. By combining the refined two-index entropy S q,δ with scaling exponent h ( δ ), this paper analyzes the complexities of simulation series and classifies several financial markets in various regions of the world effectively. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10075704
- Volume :
- 39
- Database :
- Academic Search Index
- Journal :
- Communications in Nonlinear Science & Numerical Simulation
- Publication Type :
- Periodical
- Accession number :
- 115266133
- Full Text :
- https://doi.org/10.1016/j.cnsns.2016.03.007