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In this paper, we propose the complexity–entropy causality plane based on the generalized fractional entropy. When applying the proposed method into artificial time series and empirical time series, we find that both results show that the stochastic and chaotic time series are clearly distinguished. On the one hand, we could distinguish them according to the trend of the normalized generalized fractional...
The multivariate multiscale complexity-entropy causality plane (MMCECP) is introduced for evaluating the dynamical complexity and long-range correlations of multivariate nonlinear systems. Numerical simulations from different classes of systems are applied to confirm the effectiveness of the proposed measure. We observe that the MMCECP not only can characterize the deterministic properties of the...
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