Pengjian Shang

发表

Complexity analysis of multiscale multivariate time series based on entropy plane via vector visibility graph

Binbin Shang, Pengjian Shang, 2020 .

The Fisher-DisEn plane: A novel approach to distinguish different complex systems

Pengjian Shang, Du Shang, Pengjian Shang, 2020, Commun. Nonlinear Sci. Numer. Simul..

Quantifying the Multiscale Predictability of Financial Time Series by an Information-Theoretic Approach

Pengjian Shang, Na Zhang, Xiaojun Zhao, 2019, Entropy.

A measure of complexity based on the order patterns

Pengjian Shang, Hui Xiong, Yali Zhang, 2020, Nonlinear Dynamics.

Multiscale joint permutation entropy for complex time series

Yi Yin, Pengjian Shang, Chung-Kang Peng, 2019, Physica A: Statistical Mechanics and its Applications.

Multidimensional scaling analysis of financial stocks based on Kronecker-delta dissimilarity

Pengjian Shang, Jiayi He, Pengjian Shang, 2018, Commun. Nonlinear Sci. Numer. Simul..

Chaotic analysis of traffic time series

Xuewei Li, Pengjian Shang, Santi Kamae, 2005 .

Visibility graph analysis of temporal irreversibility in sleep electroencephalograms

Fengzhen Hou, Pengjian Shang, Hui Xiong, 2019, Nonlinear dynamics.

Financial time series analysis based on fractional and multiscale permutation entropy

Pengjian Shang, Jinyang Li, Xuezheng Zhang, 2019, Commun. Nonlinear Sci. Numer. Simul..

Fractal nature of highway traffic data

Pengjian Shang, Meng Wan, Santi Kama, 2007, Comput. Math. Appl..

Permutation complexity and dependence measures of time series

Pengjian Shang, Jingjing Huang, Xiaojun Zhao, 2013 .

Transition-based complexity-entropy causality diagram: a novel method to characterize complex systems

Pengjian Shang, Jinzhao Liu, Boyi Zhang, 2021 .

NF-CECP: A novel approach to distinguish signals with different properties via modified Fisher information measure

Pengjian Shang, Jiayi He, 2020, Commun. Nonlinear Sci. Numer. Simul..

Transfer entropy between multivariate time series

Pengjian Shang, Xuegeng Mao, Pengjian Shang, 2017, Commun. Nonlinear Sci. Numer. Simul..

The application of Hölder exponent to traffic congestion warning

Pengjian Shang, Santi Kama, Yongbo Lu, 2006 .

EXTREME EVENTS ANALYSIS OF NON-STATIONARY TIME SERIES BY USING HORIZONTAL VISIBILITY GRAPH

Pengjian Shang, Xiaojun Zhao, Jie Sun, 2020 .

A comparison study on stages of sleep: Quantifying multiscale complexity using higher moments on coarse-graining

Pengjian Shang, Chien-Hung Yeh, Shuchen Sun, 2017, Commun. Nonlinear Sci. Numer. Simul..

APPLICATION OF EMPIRICAL MODE DECOMPOSITION COMBINED WITH k-NEAREST NEIGHBORS APPROACH IN FINANCIAL TIME SERIES FORECASTING

Pengjian Shang, Guochen Feng, Bo Zhong, 2012 .

Multiscale permutation mutual information quantify the information interaction for traffic time series

Yi Yin, Pengjian Shang, Qiang Li, 2020 .

Characterizing dynamics of time series via Hill-index complexity measure.

Yi Yin, Pengjian Shang, Kun Peng, 2020, Chaos.

Modified multidimensional scaling approach to analyze financial markets.

Yi Yin, Pengjian Shang, Pengjian Shang, 2014, Chaos.

Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix

Pengjian Shang, Jinyang Li, Pengjian Shang, 2018, Commun. Nonlinear Sci. Numer. Simul..

Detrended fluctuation analysis of multivariate time series

Pengjian Shang, Hui Xiong, Pengjian Shang, 2017, Commun. Nonlinear Sci. Numer. Simul..

Multiscale multifractal detrended cross-correlation analysis of financial time series

Pengjian Shang, Jing Wang, Wenbin Shi, 2014 .

The application of multiscale joint permutation entropy on multichannel sleep electroencephalography

Fengzhen Hou, Pengjian Shang, Yan Ma, 2019 .

Multiscale fractional order generalized information of financial time series based on similarity distribution entropy.

Yue Qi, Pengjian Shang, Meng Xu, 2019, Chaos.

Time Series Preprocessing and Forecasting Based on EMD

Pengjian Shang, Xue Jiao Wang, Guo Chen Feng, 2013 .

Modified generalized sample entropy and surrogate data analysis for stock markets

Pengjian Shang, Mengjia Xu, Jingjing Huang, 2016, Commun. Nonlinear Sci. Numer. Simul..

Fractional empirical mode decomposition energy entropy based on segmentation and its application to the electrocardiograph signal

Pengjian Shang, Lei Rong, Pengjian Shang, 2018, Nonlinear Dynamics.

Multiscale Analysis of Time Irreversibility Based on Phase-Space Reconstruction and Horizontal Visibility Graph Approach

Hui Xiong, Yongping Zhang, Pengjian Shang, 2018 .

Pengjian Shang, Keqiang Dong, Pengjian Shang, 2010, Appl. Math. Lett..

Measuring the asymmetric contributions of individual subsystems

Pengjian Shang, Jing Wang, Xiaojun Zhao, 2014 .

An adaptive method for threshold of recurrence quantification analysis based on SAX

Pengjian Shang, Shijian Chen, Pengjian Shang, 2020, Commun. Nonlinear Sci. Numer. Simul..

Traffic signals analysis using qSDiff and qHDiff with surrogate data

Pengjian Shang, Mengjia Xu, Jianan Xia, 2015, Commun. Nonlinear Sci. Numer. Simul..

Effect of linear and nonlinear filters on multifractal analysis

Jing Wang, Pengjian Shang, Keqiang Dong, 2013, Appl. Math. Comput..

Multivariate multiscale sample entropy of traffic time series

Yi Yin, Pengjian Shang, Pengjian Shang, 2016 .

Fractional cumulative residual entropy

Pengjian Shang, Hui Xiong, Yali Zhang, 2019, Commun. Nonlinear Sci. Numer. Simul..

The multi-scale high-order statistical moments of financial time series

Pengjian Shang, Xuemei Li, Zuoquan Zhang, 2018, Physica A: Statistical Mechanics and its Applications.

Multidimensional k-nearest neighbor model based on EEMD for financial time series forecasting

Pengjian Shang, Aijing Lin, Ningning Zhang, 2017 .

Multiscale transfer entropy: Measuring information transfer on multiple time scales

Pengjian Shang, Xuemei Li, Xiaojun Zhao, 2018, Commun. Nonlinear Sci. Numer. Simul..

Pengjian Shang, Jing Wang, Wenbin Shi, 2016, Commun. Nonlinear Sci. Numer. Simul..

Modified cross sample entropy and surrogate data analysis method for financial time series

Yi Yin, Pengjian Shang, Pengjian Shang, 2015 .

Multiscale fractional-order approximate entropy analysis of financial time series based on the cumulative distribution matrix

Pengjian Shang, Yue Teng, Jiayi He, 2019, Nonlinear Dynamics.

Symbolic phase transfer entropy method and its application

Pengjian Shang, Aijing Lin, Ningning Zhang, 2017, Commun. Nonlinear Sci. Numer. Simul..

Measuring time series based on multiscale dispersion Lempel–Ziv complexity and dispersion entropy plane

Pengjian Shang, Chung-Kang Peng, Xuegeng Mao, 2020 .

Segmented inner composition alignment to detect coupling of different subsystems

Jing Wang, Pengjian Shang, Yuechen Chen, 2014 .

Nonuniversality of the horizontal visibility graph in inferring series periodicity

Pengjian Shang, Jiayi He, Hui Xiong, 2019, Physica A: Statistical Mechanics and its Applications.

Multifractal classification of road traffic flows

Xuewei Li, Pengjian Shang, 2007 .

Permutation entropy analysis of financial time series based on Hill's diversity number

Yali Zhang, Pengjian Shang, Pengjian Shang, 2017, Commun. Nonlinear Sci. Numer. Simul..

Multivariate generalized information entropy of financial time series

Hui Xiong, Pengjian Shang, Yongping Zhang, 2019, Physica A: Statistical Mechanics and its Applications.

Measuring information transfer by dispersion transfer entropy

Pengjian Shang, Boyi Zhang, Pengjian Shang, 2020, Commun. Nonlinear Sci. Numer. Simul..

Classifying of financial time series based on multiscale entropy and multiscale time irreversibility

Pengjian Shang, Jing Wang, Wenbin Shi, 2014 .

Recurrence quantity analysis based on matrix eigenvalues

Pengjian Shang, Pengbo Yang, Pengjian Shang, 2018, Commun. Nonlinear Sci. Numer. Simul..

Transfer mutual information: A new method for measuring information transfer to the interactions of time series

Pengjian Shang, Aijing Lin, Xiaojun Zhao, 2017 .

A NEW TRAFFIC SPEED FORECASTING METHOD BASED ON BI-PATTERN RECOGNITION

Pengjian Shang, Jing Wang, Xiaojun Zhao, 2011 .

Refined two-index entropy and multiscale analysis for complex system

Pengjian Shang, Songhan Bian, 2016, Commun. Nonlinear Sci. Numer. Simul..

Global recurrence quantification analysis and its application in financial time series

Pengjian Shang, Jiayi He, Yali Zhang, 2020 .

Multivariate multiscale complexity-entropy causality plane analysis for complex time series

Pengjian Shang, Xuegeng Mao, Qinglei Li, 2019 .

Multidimensional scaling method for complex time series feature classification based on generalized complexity-invariant distance

Pengjian Shang, Liu Liu, Du Shang, 2018, Nonlinear Dynamics.

Recurrence quantity analysis based on singular value decomposition

Pengjian Shang, Songhan Bian, Pengjian Shang, 2017, Commun. Nonlinear Sci. Numer. Simul..

Weighted multifractal cross-correlation analysis based on Shannon entropy

Pengjian Shang, Hui Xiong, Pengjian Shang, 2015, Communications in Nonlinear Science and Numerical Simulation.

Permutation and weighted-permutation entropy analysis for the complexity of nonlinear time series

Pengjian Shang, Jing Wang, Wenbin Shi, 2016, Commun. Nonlinear Sci. Numer. Simul..

The detection of local irreversibility in time series based on segmentation

Pengjian Shang, Yue Teng, 2018, Commun. Nonlinear Sci. Numer. Simul..

Fractal dimension of quasi-periodic orbits

Pengjian Shang, Karl Widder, 2001, Appl. Math. Lett..

Financial time series analysis based on effective phase transfer entropy

Pengjian Shang, Aijing Lin, Pengbo Yang, 2017 .

Complexity and information measures in planar characterization of chaos and noise

Pengjian Shang, Hui Xiong, Jiayi He, 2020 .

Generalized entropy plane based on large deviations theory for financial time series

Pengjian Shang, Yue Wu, Shijian Chen, 2020, Appl. Math. Comput..

The complexity–entropy causality plane based on multivariate multiscale distribution entropy of traffic time series

Yali Zhang, Pengjian Shang, Pengjian Shang, 2018, Nonlinear Dynamics.

Compositional segmentation of time series in the financial markets

Pengjian Shang, Yi Yin, Jianan Xia, 2015, Appl. Math. Comput..

Efficient synchronization estimation for complex time series using refined cross-sample entropy measure

Pengjian Shang, Du Shang, Zuoquan Zhang, 2021, Commun. Nonlinear Sci. Numer. Simul..

Modified multiscale cross-sample entropy for complex time series

Pengjian Shang, Yi Yin, Guochen Feng, 2016, Appl. Math. Comput..

Forecasting traffic time series with multivariate predicting method

Pengjian Shang, Yi Yin, Pengjian Shang, 2016, Appl. Math. Comput..

Multiscale multifractal analysis of traffic signals to uncover richer structures.

Pengjian Shang, Jing Wang, Xingran Cui, 2014, Physical review. E, Statistical, nonlinear, and soft matter physics.

Cumulative Permuted Fractional Entropy and Its Applications.

Pengjian Shang, Boyi Zhang, 2020, IEEE transactions on neural networks and learning systems.

Weighted multivariate composite multiscale sample entropy analysis for the complexity of nonlinear times series

Hui Ma, Pengjian Shang, Aijing Lin, 2018, Physica A: Statistical Mechanics and its Applications.

An Effective Stock Classification Method Via MDS Based on Modified Mutual Information Distance

Pengjian Shang, Jun Jiang, Xuemei Li, 2020 .

Multiscale sample entropy and cross-sample entropy based on symbolic representation and similarity of stock markets

Yue Wu, Pengjian Shang, Yilong Li, 2018, Commun. Nonlinear Sci. Numer. Simul..

Multifractal time series analysis using the improved 0–1 test model

Pengjian Shang, Guochen Feng, Kaiye Xu, 2015 .

Traffic time series analysis by using multiscale time irreversibility and entropy.

Pengjian Shang, Xuejiao Wang, Jintang Fang, 2014, Chaos.

Quantifying interdependence using the missing joint ordinal patterns.

Yi Yin, Qiang Li, Pengjian Shang, 2019, Chaos.

Empirical mode decomposition of traffic time series

Pengjian Shang, Keqiang Dong, Jianhai Yue, 2010, 2010 IEEE International Conference on Information Theory and Information Security.

Modeling Cross-Correlations of Traffic Flow

Pengjian Shang, Keqiang Dong, Santi Kama, 2010, Int. J. Bifurc. Chaos.

Transition Permutation Entropy and Transition Dissimilarity Measure: Efficient Tools for Fault Detection of Railway Vehicle Systems

Pengjian Shang, Boyi Zhang, 2022, IEEE Transactions on Industrial Informatics.

A novel approach of dependence measure for complex signals

Pengjian Shang, Du Shang, Pengjian Shang, 2022, Commun. Nonlinear Sci. Numer. Simul..

Generalized Cumulative Residual Entropy of Time Series Based on Permutation Patterns

Pengjian Shang, Qin Zhou, 2021 .

Directed vector visibility graph from multivariate time series: a new method to measure time series irreversibility

Pengjian Shang, Binbin Shang, Pengjian Shang, 2021, Nonlinear Dynamics.

Analysis of Time Series Based on a New Entropy Plane by Using Weighted Dispersion Pattern

Pengjian Shang, Guyue Qin, 2021, Int. J. Bifurc. Chaos.

The identification of fractional order systems by multiscale multivariate analysis

Pengjian Shang, Qin Zhou, Boyi Zhang, 2021 .

Complexity analysis of the time series using inverse dispersion entropy

Pengjian Shang, Sheng Zhang, Meng Xu, 2021, Nonlinear Dynamics.

Dynamic Shannon entropy (DySEn): a novel method to detect the local anomalies of complex time series

Yali Zhang, Pengjian Shang, Jiayi He, 2021 .

Analysis of nonlinear time series using discrete generalized past entropy based on amplitude difference distribution of horizontal visibility graph

Pengjian Shang, Sange Li, Pengjian Shang, 2021 .

Time series irreversibility analysis using Jensen–Shannon divergence calculated by permutation pattern

Pengjian Shang, Pengjian Shang, Jinyang Li, 2019, Nonlinear Dynamics.

The coupling analysis between stock market indices based on permutation measures

Pengjian Shang, Chien-Hung Yeh, Wenbin Shi, 2016 .

Nonlinear transformation on the transfer entropy of financial time series

Pengjian Shang, Pengjian Shang, Zhenyu Wu, 2017 .

Analysis of financial stock markets through the multiscale cross-distribution entropy based on the Tsallis entropy

Pengjian Shang, Yuanyuan Wang, Pengjian Shang, 2018, Nonlinear Dynamics.

Chaotic SVD method for minimizing the effect of exponential trends in detrended fluctuation analysis

Pengjian Shang, Aijing Lin, Pengjian Shang, 2009 .

MULTISCALE DETRENDED FLUCTUATION ANALYSIS OF TRAFFIC INDEX SERIES

Pengjian Shang, Xiaojun Zhao, Guan Du, 2014 .

Comparison of Multiscale Methods in the Stock Markets for Detrended Cross-correlation Analysis and Cross-sample Entropy

Yi Yin, Pengjian Shang, Pengjian Shang, 2014 .

DATA DISCRETIZATION FOR THE TRANSFER ENTROPY IN FINANCIAL MARKET

Pengjian Shang, Guochen Feng, Jingjing Huang, 2013 .

Mutual-information matrix analysis for nonlinear interactions of multivariate time series

Pengjian Shang, Xiaojun Zhao, Jingjing Huang, 2017 .

Transfer entropy coefficient: Quantifying level of information flow between financial time series

Pengjian Shang, Pengjian Shang, Yue Teng, 2017 .

Multifractal diffusion entropy analysis on stock volatility in financial markets

Pengjian Shang, Xiaojun Zhao, Jingjing Huang, 2012 .

Analysis of financial stock markets through multidimensional scaling based on information measures

Pengjian Shang, Yuanyuan Wang, Pengjian Shang, 2017, Nonlinear Dynamics.

Multiscale weighted Rényi entropy causality plane for financial time series

Pengjian Shang, Jing Gao, 2019, International Journal of Modern Physics C.

Complexity analysis based on generalized deviation for financial markets

Pengjian Shang, C. Li, Pengjian Shang, 2018 .

Principal component analysis for non-stationary time series based on detrended cross-correlation analysis

Pengjian Shang, Xiaojun Zhao, Pengjian Shang, 2015, Nonlinear Dynamics.

Comparison of transfer entropy methods for financial time series

Pengjian Shang, Jiayi He, Pengjian Shang, 2017 .

Generalized entropy plane based on permutation entropy and distribution entropy analysis for complex time series

Pengjian Shang, Jiayi He, Shijian Chen, 2019, Physica A: Statistical Mechanics and its Applications.

Modeling traffic flow correlation using DFA and DCCA

Pengjian Shang, Santi Kamae, Pengjian Shang, 2010 .

Measuring the uncertainty of coupling

Pengjian Shang, Xiaojun Zhao, Pengjian Shang, 2015 .

Financial time series analysis based on information categorization method

Pengjian Shang, Guochen Feng, Pengjian Shang, 2014, Physica A: Statistical Mechanics and its Applications.

Complexity–entropy causality plane based on power spectral entropy for complex time series

Pengjian Shang, Hesheng Zhang, Xuegeng Mao, 2018, Physica A: Statistical Mechanics and its Applications.

EMD based refined composite multiscale entropy analysis of complex signals

Pengjian Shang, Jing Wang, Wenbin Shi, 2015 .

Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis

Pengjian Shang, Santi Kamae, Pengjian Shang, 2008 .

The multiscale large deviation spectrum based on higher moments for financial time series

Pengjian Shang, Wenbin Shi, Shijian Chen, 2018, Nonlinear Dynamics.

Multiscale analysis of financial time series by Rényi distribution entropy

Meng Xu, Pengjian Shang, Sheng Zhang, 2019 .

The coupling analysis of stock market indices based on cross-permutation entropy

Pengjian Shang, Wenbin Shi, Aijing Lin, 2015 .

SCALING AND COMPLEXITY-ENTROPY ANALYSIS IN DISCRIMINATING TRAFFIC DYNAMICS

Pengjian Shang, Ganli Liao, Pengjian Shang, 2012 .

Analysis of Shannon-Fisher information plane in time series based on information entropy.

Pengjian Shang, Yuanyuan Wang, Pengjian Shang, 2018, Chaos.

Multiscale Tsallis permutation entropy analysis for complex physiological time series

Pengjian Shang, Pengjian Shang, Chao li, 2019, Physica A: Statistical Mechanics and its Applications.

Modified generalized multiscale sample entropy and surrogate data analysis for financial time series

Pengjian Shang, Pengjian Shang, Yue Wu, 2018 .

Cumulative Tsallis entropy based on multi-scale permuted distribution of financial time series

Yali Zhang, Pengjian Shang, Jiayi He, 2020, Physica A: Statistical Mechanics and its Applications.

Universal and non-universal properties of recurrence intervals of rare events

Pengjian Shang, Aijing Lin, Xiaojun Zhao, 2016 .

Weighted permutation entropy based on different symbolic approaches for financial time series

Yi Yin, Pengjian Shang, Pengjian Shang, 2016 .

MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS

Jing Wang, Pengjian Shang, Pengjian Shang, 2012 .

Chaotic analysis of time series in the sediment transport phenomenon

Pengjian Shang, Santi Kamae, Pengjian Shang, 2009 .

Cumulative Tsallis entropy based on power spectrum of financial time series.

Yali Zhang, Pengjian Shang, Jiayi He, 2019, Chaos.

Effect of Trends on Detrended Fluctuation Analysis of Precipitation Series

Pengjian Shang, Jianhai Yue, Xiaojun Zhao, 2010 .

Weighted multiscale permutation entropy of financial time series

Yi Yin, Pengjian Shang, Pengjian Shang, 2014 .

The cross-correlations of stock markets based on DCCA and time-delay DCCA

Pengjian Shang, Aijing Lin, Xiaojun Zhao, 2012 .

Generalized permutation entropy analysis based on the two-index entropic form Sq,δ.

Pengjian Shang, Mengjia Xu, 2015, Chaos.

Hidden cross-correlation patterns in stock markets based on permutation cross-sample entropy and PCA

Pengjian Shang, Aijing Lin, Pengjian Shang, 2014 .

Fractal nature of time series in the sediment transport phenomenon

Pengjian Shang, Santi Kamae, Pengjian Shang, 2005 .

Detection of multiscale properties of financial market dynamics based on an entropic segmentation method

Yi Yin, Pengjian Shang, 2016 .

Cross-sample entropy statistic as a measure of synchronism and cross-correlation of stock markets

Pengjian Shang, Wenbin Shi, Pengjian Shang, 2013 .

Generalized information entropy analysis of financial time series

Pengjian Shang, Pengjian Shang, Zhengli Liu, 2018, Physica A: Statistical Mechanics and its Applications.

Multiscale multifractal detrended cross-correlation analysis of traffic flow

Yi Yin, Pengjian Shang, Pengjian Shang, 2015 .

EFFECT OF LINEAR AND NONLINEAR FILTERS ON MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS

Pengjian Shang, Jie Song, 2011 .

Detecting intrinsic dynamics of traffic flow with recurrence analysis and empirical mode decomposition

Pengjian Shang, Hui Xiong, Songhan Bian, 2017 .

Multifractal Detrended Cross-Correlation Analysis of BVP model time series

Pengjian Shang, Wang Jing, Pengjian Shang, 2011, Nonlinear Dynamics.

MULTISCALE ENTROPY ANALYSIS OF TRAFFIC TIME SERIES

Pengjian Shang, Jing Wang, Xiaojun Zhao, 2013 .

Cross-correlation analysis of stock markets using EMD and EEMD

Pengjian Shang, Aijing Lin, Pengjian Shang, 2016 .

Minimizing the effect of exponential trends in detrended fluctuation analysis

Pengjian Shang, Santi Kamae, Pengjian Shang, 2009 .

Refined generalized multiscale entropy analysis for physiological signals

Jing Wang, Pengjian Shang, Youfang Lin, 2018 .

Multiscale multifractal diffusion entropy analysis of financial time series

Pengjian Shang, Jingjing Huang, 2015 .

Large deviations estimates for the multiscale analysis of traffic speed time series

Pengjian Shang, Jing Wang, Wenbin Shi, 2015, Physica A: Statistical Mechanics and its Applications.

Multifractal cross-correlation analysis of traffic time series based on large deviation estimates

Yi Yin, Pengjian Shang, Pengjian Shang, 2015 .

Weighted multiscale Rényi permutation entropy of nonlinear time series

Pengjian Shang, Shijian Chen, Pengjian Shang, 2018 .

Analysis of financial time series using multiscale entropy based on skewness and kurtosis

Meng Xu, Pengjian Shang, Pengjian Shang, 2018 .

Time-dependent Hurst exponent in traffic time series

Pengjian Shang, Keqiang Dong, Jianhai Yue, 2010, 2010 IEEE International Conference on Information Theory and Information Security.

Multivariate multiscale fractional order weighted permutation entropy of nonlinear time series

Pengjian Shang, Shijian Chen, Yue Wu, 2019, Physica A: Statistical Mechanics and its Applications.

Multifractal Fourier detrended cross-correlation analysis of traffic signals

Pengjian Shang, Aijing Lin, Xiaojun Zhao, 2011 .

Compositional segmentation and complexity measurement in stock indices

Pengjian Shang, Jianan Xia, Haifeng Wang, 2016 .

Topological entropy and geometric entropy and their application to the horizontal visibility graph for financial time series

Pengjian Shang, Pengjian Shang, Lei Rong, 2018 .

Financial time series analysis using the relation between MPE and MWPE

Pengjian Shang, Shijian Chen, Pengjian Shang, 2020 .

Multiscale recurrence quantification analysis of order recurrence plots

Pengjian Shang, Aijing Lin, Pengjian Shang, 2017 .

POWER LAW AND STRETCHED EXPONENTIAL EFFECTS OF EXTREME EVENTS IN CHINESE STOCK MARKETS

Pengjian Shang, Yulei Pang, Xiaojun Zhao, 2010 .

Modified DFA and DCCA approach for quantifying the multiscale correlation structure of financial markets

Yi Yin, Pengjian Shang, Pengjian Shang, 2013 .

Multiscale Symbolic Phase Transfer Entropy in Financial Time Series Classification

Pengjian Shang, Aijing Lin, Ningning Zhang, 2017 .

The scaling properties of stock markets based on modified multiscale multifractal detrended fluctuation analysis

Pengjian Shang, Aijing Lin, Hui Ma, 2015 .

Multifractal cross-correlation spectra analysis on Chinese stock markets

Pengjian Shang, Wenbin Shi, Xiaojun Zhao, 2014 .

Multiscale Detrended Cross-Correlation Analysis of Traffic Time Series Based on Empirical Mode Decomposition

Yi Yin, Pengjian Shang, Pengjian Shang, 2015 .

PID: a PDF-induced distance based on permutation cross-distribution entropy

Yali Zhang, Pengjian Shang, Jiayi He, 2019, Nonlinear Dynamics.

Estimation of local scale exponents for heartbeat time series based on DFA

Pengjian Shang, Jing Wang, Jianan Xia, 2013 .

MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS OF CHINESE STOCK MARKETS BASED ON TIME DELAY

Pengjian Shang, Xiaojun Zhao, Pengjian Shang, 2011 .

Multiscale recurrence plot and recurrence quantification analysis for financial time series

Yi Yin, Pengjian Shang, Pengjian Shang, 2016, Nonlinear Dynamics.

Minimizing the trend effect on detrended cross-correlation analysis with empirical mode decomposition

Pengjian Shang, Jing Wang, Xiaojun Zhao, 2012 .

Multifractal characteristics of palmprint and its extracted algorithm

Pengjian Shang, Pengjian Shang, Tong Li, 2009 .

Multiscale multifractal time irreversibility analysis of stock markets

Pengjian Shang, Wenbin Shi, Pengjian Shang, 2016 .

Multivariate weighted multiscale permutation entropy for complex time series

Yi Yin, Pengjian Shang, Pengjian Shang, 2017 .