Zobrazeno 1 - 10
of 53
pro vyhledávání: '"Aijing Lin"'
Autor:
Shuqi Li, Aijing Lin
Publikováno v:
Entropy, Vol 22, Iss 12, p 1381 (2020)
In this paper, we aim to reveal the connection between the predictability and prediction accuracy of stock closing price changes with different data frequencies. To find out whether data frequency will affect its predictability, a new information-the
Externí odkaz:
https://doaj.org/article/88c2cbd3bd744000b8d82dc1aa4880fb
Publikováno v:
IEEE Robotics and Automation Letters. 7:11070-11077
Publikováno v:
Information Sciences. 608:517-531
Publikováno v:
Expert Systems with Applications. 226:120105
Autor:
Xiaoyu Liu, Aijing Lin
Recurrence quantification is a powerful tool to investigate the behavior of dynamic systems. Symbolic recurrence plots (SRPs) offer a richer representation of recurrences by overcoming the arbitrariness of distance threshold selection in phase space.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0780b940768b54d557a28d07ce583be3
https://doi.org/10.21203/rs.3.rs-2098448/v1
https://doi.org/10.21203/rs.3.rs-2098448/v1
Autor:
Aijing Lin, Yuan Chen
Publikováno v:
Nonlinear Dynamics. 105:541-554
In this paper, weighted link entropy (WLE) and multiscale weighted link entropy (MWLE) are proposed as novel measures to quantify complexity of nonlinear time series. MWLE is different from traditional weighted permutation entropy (WPE) in that its p
Autor:
Xinlei Ge, Aijing Lin
Publikováno v:
Nonlinear Dynamics. 104:1753-1765
In this paper, a new method called sliding windows based on the extended convergent cross-mapping is proposed. Specifically, we add a dynamic perspective in causality analysis by implementing sliding window techniques. In addition, we show how slidin
Autor:
Yujia Mi, Aijing Lin
Publikováno v:
SSRN Electronic Journal.
Autor:
Xinlei Ge, Aijing Lin
Publikováno v:
Chaos, Solitons & Fractals. 167:112992