 A novel and effective method to characterize complex systemsMeng Xu, Pengjian Shang and Sheng Zhang Chaos, Solitons & Fractals, 2021, vol. 153, issue P1 Abstract: Box-counting dimension and dispersion entropy dynamic plane (BCDDE) is introduced for quantifying complex behavior of dynamical systems. This measurement integrates the advantages of two essential mathematical tools. We undertake the experiment to support the hypothesis of BCDDE. Numerical simulations and analysis are performed to prove the effectiveness of the method. The produced results verify that the BCDDE not only can exactly describe the dynamic characteristics of time series, but also can distinguish different classes of time series. The empirical research on the financial time series mainly studies the classification for stock market dynamics. The experimental results are statistically significant, which illustrate that BCDDE can effectively detect the internal structure of the stock market. It turns out that the classification accuracy is excellent between developed stock indices and emerging stock indices. Keywords: Box-counting dimension; Dispersion entropy; Numerical simulations; Financial time series (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:153:y:2021:i:p1:s096007792100792x DOI: 10.1016/j.chaos.2021.111438 Access Statistics for this article Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros More articles in Chaos, Solitons & Fractals from Elsevier |
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