P
Pengjian Shang
Researcher at Beijing Jiaotong University
Publications - 270
Citations - 4275
Pengjian Shang is an academic researcher from Beijing Jiaotong University. The author has contributed to research in topics: Entropy (information theory) & Multifractal system. The author has an hindex of 32, co-authored 250 publications receiving 3407 citations.
Papers
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Journal ArticleDOI
A new method for tolerance estimation of multivariate multiscale sample entropy and its application for short-term time series
Xuegeng Mao,Pengjian Shang +1 more
TL;DR: The core achievement of this experiment is the stability and classification for short-term time series, and the proposed method is vigorous enough to classify different stock indices over different periods.
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The identification of fractional order systems by multiscale multivariate analysis
TL;DR: The results show that the MMFDE plane can identify developed and emerging markets and both the EEG subbands and the original data without filtering can be used to distinguish different states of healthy subjects and patients with epilepsy.
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Distribution of eigenvalues of detrended cross-correlation matrix
TL;DR: The distribution of the eigenvalues of the detrended cross-correlation matrix for purely random variables is derived as a special case of random matrix theory.
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Multiscale joint permutation entropy for complex time series
TL;DR: The proposed multiscale joint permutation entropy (MJPE) method has a broad application prospect on the investigation of synchronism on the complex time series from different fields and the results for financial time series and traffic time series suggest the need for study the synchronism from the perspective of multiple scales.
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Time irreversibility and intrinsics revealing of series with complex network approach
TL;DR: Analysis of time series on the basis of the visibility graph algorithm suggests that finite size has a significant effect on the evaluation, and that there might be no direct relation between the time irreversibility and long-range correlation of series.