Quantifying complexity of financial short-term time series by composite multiscale entropy measure.
Hongli NiuJun WangPublished in: Commun. Nonlinear Sci. Numer. Simul. (2015)
Keyphrases
- short term
- stock market
- entropy measure
- long term
- multiscale
- chaotic time series
- stock price
- load forecasting
- short term and long term
- short and long term
- information theoretic
- medium term
- forecasting model
- image segmentation
- arima model
- wind speed
- weight matrix
- long term memory
- motion prediction
- non stationary
- pattern recognition
- short term prediction