Pengjian Shang

Publication Activity (10 Years)

Years Active: 2001-2024
Publications (10 Years): 48

Top Topics

Cumulative Residual Entropy

Financial Time Series

Complex Systems

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

Int. J. Bifurc. Chaos

Appl. Math. Comput.

Expert Syst. Appl.

Publications

Zhuo Wang, Pengjian Shang, Xuegeng Mao
Feature recognition of complex systems using cumulative residual Tsallis signal entropy and grey wolf optimized support vector machine. Expert Syst. Appl. 238 (Part F) (2024)
Yixiao Liu, Pengjian Shang
A novel distance correlation entropy and Auto-distance correlation function for measuring the complexity of time series data. Commun. Nonlinear Sci. Numer. Simul. 138 (2024)
Binbin Shang, Pengjian Shang
A novel and effective method for quantifying complexity of nonlinear time series. Commun. Nonlinear Sci. Numer. Simul. 130 (2024)
Du Shang, Pengjian Shang, Ang Li
A novel clustering method for complex signals and feature extraction based on advanced information-based dissimilarity measure. Expert Syst. Appl. 238 (Part E) (2024)
Binbin Shang, Pengjian Shang
A Novel and Effective Method for Quantifying the Performance of Time Series Volatility. IEEE Trans. Ind. Informatics 20 (5) (2024)
Binbin Shang, Pengjian Shang
Generalized Shannon-Fisher index: An effective method to quantify the instability of multivariate time series. Commun. Nonlinear Sci. Numer. Simul. 117 (2023)
Boyi Zhang, Pengjian Shang, Xuegeng Mao, Jinzhao Liu
Dispersion heterogeneous recurrence analysis and its use on fault detection. Commun. Nonlinear Sci. Numer. Simul. 117 (2023)
Yi Yin, Xi Wang, Wenjing Wang, Qiang Li, Pengjian Shang
Multiscale cross-sample entropy based on visibility graph for quantifying time series irreversibility. Commun. Nonlinear Sci. Numer. Simul. 124 (2023)
Zhuo Wang, Pengjian Shang, Binbin Shang
Time irreversibility analysis and abnormality detection based on Riemannian geometry for complex time series. Commun. Nonlinear Sci. Numer. Simul. 117 (2023)
Du Shang, Pengjian Shang
The dependence index based on martingale difference correlation: An efficient tool to distinguish different complex systems. Expert Syst. Appl. 213 (Part) (2023)
Sange Li, Pengjian Shang
Multi-Moment Multiscale Local Sample Entropy and Its Application to Complex Physiological Time Series. Int. J. Bifurc. Chaos 32 (11) (2022)
Kun Peng, Pengjian Shang
Characterizing ordinal network of time series based on complexity-entropy curve. Pattern Recognit. 124 (2022)
Yali Zhang, Pengjian Shang
KM-MIC: An improved maximum information coefficient based on K-Medoids clustering. Commun. Nonlinear Sci. Numer. Simul. 111 (2022)
Boyi Zhang, Pengjian Shang
Transition Permutation Entropy and Transition Dissimilarity Measure: Efficient Tools for Fault Detection of Railway Vehicle Systems. IEEE Trans. Ind. Informatics 18 (3) (2022)
Zhuo Wang, Pengjian Shang
Analysis of the Dispersion Havrda-Charvat Entropy Plane in Financial Time Series. Int. J. Bifurc. Chaos 32 (16) (2022)
Du Shang, Pengjian Shang
A novel approach of dependence measure for complex signals. Commun. Nonlinear Sci. Numer. Simul. 104 (2022)
Guyue Qin, Pengjian Shang
Analysis of Time Series Based on a New Entropy Plane by Using Weighted Dispersion Pattern. Int. J. Bifurc. Chaos 31 (9) (2021)
Boyi Zhang, Pengjian Shang
Cumulative Permuted Fractional Entropy and its Applications. IEEE Trans. Neural Networks Learn. Syst. 32 (11) (2021)
Du Shang, Pengjian Shang, Zuoquan Zhang
Efficient synchronization estimation for complex time series using refined cross-sample entropy measure. Commun. Nonlinear Sci. Numer. Simul. 94 (2021)
Boyi Zhang, Pengjian Shang, Jinzhao Liu
Transition-based complexity-entropy causality diagram: A novel method to characterize complex systems. Commun. Nonlinear Sci. Numer. Simul. 95 (2021)
Shijian Chen, Pengjian Shang
An adaptive method for threshold of recurrence quantification analysis based on SAX. Commun. Nonlinear Sci. Numer. Simul. 83 (2020)
Shijian Chen, Pengjian Shang, Yue Wu
Generalized entropy plane based on large deviations theory for financial time series. Appl. Math. Comput. 365 (2020)
Boyi Zhang, Pengjian Shang
Measuring information transfer by dispersion transfer entropy. Commun. Nonlinear Sci. Numer. Simul. 89 (2020)
Yu Wang, Pengjian Shang
Complexity Analysis of Time Series Based on Generalized Fractional Order Refined Composite Multiscale Dispersion Entropy. Int. J. Bifurc. Chaos 30 (14) (2020)
Jiayi He, Pengjian Shang
NF-CECP: A novel approach to distinguish signals with different properties via modified Fisher information measure. Commun. Nonlinear Sci. Numer. Simul. 88 (2020)
Du Shang, Pengjian Shang
The Fisher-DisEn plane: A novel approach to distinguish different complex systems. Commun. Nonlinear Sci. Numer. Simul. 89 (2020)
Xiaojun Zhao, Chenxu Liang, Na Zhang, Pengjian Shang
Quantifying the Multiscale Predictability of Financial Time Series by an Information-Theoretic Approach. Entropy 21 (7) (2019)
Hui Xiong, Pengjian Shang, Yali Zhang
Fractional cumulative residual entropy. Commun. Nonlinear Sci. Numer. Simul. 78 (2019)
Jinyang Li, Pengjian Shang, Xuezheng Zhang
Financial time series analysis based on fractional and multiscale permutation entropy. Commun. Nonlinear Sci. Numer. Simul. 78 (2019)
Xiaojun Zhao, Yupeng Sun, Xuemei Li, Pengjian Shang
Multiscale transfer entropy: Measuring information transfer on multiple time scales. Commun. Nonlinear Sci. Numer. Simul. 62 (2018)
Jinyang Li, Pengjian Shang
Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix. Commun. Nonlinear Sci. Numer. Simul. 63 (2018)
Yue Wu, Pengjian Shang, Yilong Li
Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets. Commun. Nonlinear Sci. Numer. Simul. 56 (2018)
Pengbo Yang, Pengjian Shang
Recurrence quantity analysis based on matrix eigenvalues. Commun. Nonlinear Sci. Numer. Simul. 59 (2018)
Jiayi He, Pengjian Shang
Multidimensional scaling analysis of financial stocks based on Kronecker-delta dissimilarity. Commun. Nonlinear Sci. Numer. Simul. 63 (2018)
Yue Teng, Pengjian Shang
The detection of local irreversibility in time series based on segmentation. Commun. Nonlinear Sci. Numer. Simul. 59 (2018)
Ningning Zhang, Aijing Lin, Pengjian Shang
Symbolic phase transfer entropy method and its application. Commun. Nonlinear Sci. Numer. Simul. 51 (2017)
Wenbin Shi, Pengjian Shang, Yan Ma, Shuchen Sun, Chien-Hung Yeh
A comparison study on stages of sleep: Quantifying multiscale complexity using higher moments on coarse-graining. Commun. Nonlinear Sci. Numer. Simul. 44 (2017)
Songhan Bian, Pengjian Shang
Recurrence quantity analysis based on singular value decomposition. Commun. Nonlinear Sci. Numer. Simul. 46 (2017)
Hui Xiong, Pengjian Shang
Detrended fluctuation analysis of multivariate time series. Commun. Nonlinear Sci. Numer. Simul. 42 (2017)
Yali Zhang, Pengjian Shang
Permutation entropy analysis of financial time series based on Hill's diversity number. Commun. Nonlinear Sci. Numer. Simul. 53 (2017)
Xuegeng Mao, Pengjian Shang
Transfer entropy between multivariate time series. Commun. Nonlinear Sci. Numer. Simul. 47 (2017)
Jing Wang, Pengjian Shang, Wenbin Shi, Xingran Cui
Dissimilarity measure based on ordinal pattern for physiological signals. Commun. Nonlinear Sci. Numer. Simul. 37 (2016)
Yi Yin, Pengjian Shang, Guochen Feng
Modified multiscale cross-sample entropy for complex time series. Appl. Math. Comput. 289 (2016)
Mengjia Xu, Pengjian Shang, Jingjing Huang
Modified generalized sample entropy and surrogate data analysis for stock markets. Commun. Nonlinear Sci. Numer. Simul. 35 (2016)
Jianan Xia, Pengjian Shang, Jing Wang, Wenbin Shi
Permutation and weighted-permutation entropy analysis for the complexity of nonlinear time series. Commun. Nonlinear Sci. Numer. Simul. 31 (Issues) (2016)
Yi Yin, Pengjian Shang
Forecasting traffic time series with multivariate predicting method. Appl. Math. Comput. 291 (2016)
Hui Xiong, Pengjian Shang
Weighted multifractal cross-correlation analysis based on Shannon entropy. Commun. Nonlinear Sci. Numer. Simul. 30 (Issues) (2016)
Songhan Bian, Pengjian Shang
Refined two-index entropy and multiscale analysis for complex system. Commun. Nonlinear Sci. Numer. Simul. 39 (2016)
Mengjia Xu, Pengjian Shang, Jianan Xia
with surrogate data. Commun. Nonlinear Sci. Numer. Simul. 28 (Issues) (2015)
Yi Yin, Pengjian Shang, Jianan Xia
Compositional segmentation of time series in the financial markets. Appl. Math. Comput. 268 (2015)
Jing Wang, Pengjian Shang, Keqiang Dong
Effect of linear and nonlinear filters on multifractal analysis. Appl. Math. Comput. 224 (2013)
Pengjian Shang, Keqiang Dong, Santi Kama
Modeling Cross-Correlations of Traffic Flow. Int. J. Bifurc. Chaos 20 (10) (2010)
Keqiang Dong, Pengjian Shang
Do self-similar sets with positive Lebesgue measure contain an interval? Appl. Math. Lett. 23 (2) (2010)
Pengjian Shang, Meng Wan, Santi Kama
Fractal nature of highway traffic data. Comput. Math. Appl. 54 (1) (2007)
Pengjian Shang, Karl Widder
Fractal dimension of quasi-periodic orbits. Appl. Math. Lett. 14 (8) (2001)