IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v506y2018icp1126-1133.html
   My bibliography  Save this article

Diversity analysis based on ordered patterns

Author

Listed:
  • Zhang, Yali
  • Shang, Pengjian
  • Sun, Zhenghui

Abstract

Diversity index based on entropy such as Emlen index (EI) is suggested as a highly effective algorithm to detect complexity in nonlinear systems. In this paper, a method considering the amplitude information, called Weighted Emlen index (WEI) is proposed to extract the amplitude information and track the signal changes. And then, we expand EI∕WEI methods to multiple time scales. Thus, multiscale Emlen index (MSEI) and multiscale Weighted Emlen index (MSWEI) will be used to discuss the complexity of traffic time series under different scales. Results show that there are differences between the complexity of weekend traffic time series and workday time series, which gives a better classification of traffic systems for making prediction.

Suggested Citation

  • Zhang, Yali & Shang, Pengjian & Sun, Zhenghui, 2018. "Diversity analysis based on ordered patterns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 1126-1133.
    • Handle: RePEc:eee:phsmap:v:506:y:2018:i:c:p:1126-1133
    DOI: 10.1016/j.physa.2018.05.026
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437118305636
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2018.05.026?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Leonenko, Nikolaj & Seleznjev, Oleg, 2010. "Statistical inference for the [epsilon]-entropy and the quadratic Rényi entropy," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 1981-1994, October.
    2. Jing Wang & Pengjian Shang & Xiaojun Zhao & Jianan Xia, 2013. "Multiscale Entropy Analysis Of Traffic Time Series," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 24(02), pages 1-14.
    3. Schadschneider, Andreas, 2000. "Statistical physics of traffic flow," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 285(1), pages 101-120.
    4. Costa, M. & Peng, C.-K. & L. Goldberger, Ary & Hausdorff, Jeffrey M., 2003. "Multiscale entropy analysis of human gait dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 330(1), pages 53-60.
    5. Shang, Pengjian & Li, Xuewei & Kamae, Santi, 2005. "Chaotic analysis of traffic time series," Chaos, Solitons & Fractals, Elsevier, vol. 25(1), pages 121-128.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhang, Ningning & Lin, Aijing & Ma, Hui & Shang, Pengjian & Yang, Pengbo, 2018. "Weighted multivariate composite multiscale sample entropy analysis for the complexity of nonlinear times series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 595-607.
    2. Yin, Yi & Shang, Pengjian & Ahn, Andrew C. & Peng, Chung-Kang, 2019. "Multiscale joint permutation entropy for complex time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 388-402.
    3. Shang, Du & Xu, Mengjia & Shang, Pengjian, 2017. "Generalized sample entropy analysis for traffic signals based on similarity measure," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 1-7.
    4. Xu, Kaiye & Shang, Pengjian & Feng, Guochen, 2015. "Multifractal time series analysis using the improved 0–1 test model," Chaos, Solitons & Fractals, Elsevier, vol. 70(C), pages 134-143.
    5. Zhang, Yali & Shang, Pengjian & He, Jiayi & Xiong, Hui, 2020. "Cumulative Tsallis entropy based on multi-scale permuted distribution of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 548(C).
    6. Natiq, Hayder & Banerjee, Santo & He, Shaobo & Said, M.R.M. & Kilicman, Adem, 2018. "Designing an M-dimensional nonlinear model for producing hyperchaos," Chaos, Solitons & Fractals, Elsevier, vol. 114(C), pages 506-515.
    7. Dailisan, Damian N. & Lim, May T., 2016. "Agent-based modeling of lane discipline in heterogeneous traffic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 138-147.
    8. Litak, Grzegorz & Abadal, Gabriel & Rysak, Andrzej & Przywara, Hubert, 2017. "Complex dynamics of a bistable electrically charged microcantilever: Transition from single well to cross well oscillations," Chaos, Solitons & Fractals, Elsevier, vol. 99(C), pages 85-90.
    9. Zeng, Yayun & Wang, Jun & Xu, Kaixuan, 2017. "Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 364-376.
    10. Niu, Hongli & Wang, Jun, 2017. "Return volatility duration analysis of NYMEX energy futures and spot," Energy, Elsevier, vol. 140(P1), pages 837-849.
    11. Pan, Junshan & Hu, Hanping & Liu, Ying, 2014. "Human behavior during Flash Crowd in web surfing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 212-219.
    12. Chen, Shijian & Shang, Pengjian & Wu, Yue, 2019. "Multivariate multiscale fractional order weighted permutation entropy of nonlinear time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 515(C), pages 217-231.
    13. Albarracín E., Eva Susana & Gamboa, Juan C. Rodríguez & Marques, Elaine C.M. & Stosic, Tatijana, 2019. "Complexity analysis of Brazilian agriculture and energy market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 933-941.
    14. Ma, Xiaofei & Huang, Xiaolin & Shen, Yuxiaotong & Qin, Zike & Ge, Yun & Chen, Ying & Ning, Xinbao, 2017. "EEG based topography analysis in string recognition task," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 531-539.
    15. Zhou, Qin & Shang, Pengjian, 2020. "Weighted multiscale cumulative residual Rényi permutation entropy of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    16. Yin, Yi & Shang, Pengjian & Feng, Guochen, 2016. "Modified multiscale cross-sample entropy for complex time series," Applied Mathematics and Computation, Elsevier, vol. 289(C), pages 98-110.
    17. Lu, Wenqi & Yi, Ziwei & Wu, Renfei & Rui, Yikang & Ran, Bin, 2022. "Traffic speed forecasting for urban roads: A deep ensemble neural network model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
    18. Shang, Pengjian & Lu, Yongbo & Kamae, Santi, 2008. "Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis," Chaos, Solitons & Fractals, Elsevier, vol. 36(1), pages 82-90.
    19. Xu, Xuefang & Hu, Shiting & Shi, Peiming & Shao, Huaishuang & Li, Ruixiong & Li, Zhi, 2023. "Natural phase space reconstruction-based broad learning system for short-term wind speed prediction: Case studies of an offshore wind farm," Energy, Elsevier, vol. 262(PA).
    20. Zhang, Bo & Wang, Jun & Fang, Wen, 2015. "Volatility behavior of visibility graph EMD financial time series from Ising interacting system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 432(C), pages 301-314.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:506:y:2018:i:c:p:1126-1133. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.