Complex network approaches to nonlinear time series analysis

Y Zou, RV Donner, N Marwan, JF Donges, J Kurths - Physics Reports, 2019 - Elsevier
In the last decade, there has been a growing body of literature addressing the utilization of
complex network methods for the characterization of dynamical systems based on time …

A review of EEG signal features and their application in driver drowsiness detection systems

I Stancin, M Cifrek, A Jovic - Sensors, 2021 - mdpi.com
Detecting drowsiness in drivers, especially multi-level drowsiness, is a difficult problem that
is often approached using neurophysiological signals as the basis for building a reliable …

Nonlinear dynamical analysis of EEG and MEG: review of an emerging field

CJ Stam - Clinical neurophysiology, 2005 - Elsevier
Many complex and interesting phenomena in nature are due to nonlinear phenomena. The
theory of nonlinear dynamical systems, also called 'chaos theory', has now progressed to a …

A review of symbolic analysis of experimental data

CS Daw, CEA Finney, ER Tracy - Review of Scientific instruments, 2003 - pubs.aip.org
This review covers the group of data-analysis techniques collectively referred to as
symbolization or symbolic time-series analysis. Symbolization involves transformation of raw …

[HTML][HTML] Impact of the global financial crisis on the crude oil market

K Joo, JH Suh, D Lee, K Ahn - Energy Strategy Reviews, 2020 - Elsevier
This study examines the effect of the 2008 global financial crisis on the crude oil market. We
use the Hurst exponent, Shannon entropy, and the scaling exponent to characterize the …

Time series irreversibility: a visibility graph approach

L Lacasa, A Nunez, É Roldán, JMR Parrondo… - The European Physical …, 2012 - Springer
We propose a method to measure real-valued time series irreversibility which combines two
different tools: the horizontal visibility algorithm and the Kullback-Leibler divergence. This …

Broken asymmetry of the human heartbeat: loss of time irreversibility in aging and disease

M Costa, AL Goldberger, CK Peng - Physical review letters, 2005 - APS
Time irreversibility, a fundamental property of nonequilibrium systems, should be of
importance in assessing the status of physiological processes that operate over a wide …

Algorithmic approaches for assessing irreversibility in time series: Review and comparison

M Zanin, D Papo - Entropy, 2021 - mdpi.com
The assessment of time irreversibility, ie, of the lack of invariance of the statistical properties
of a system under the operation of time reversal, is a topic steadily gaining attention within …

Testing time series irreversibility using complex network methods

JF Donges, RV Donner, J Kurths - Europhysics Letters, 2013 - iopscience.iop.org
The absence of time-reversal symmetry is a fundamental property of many nonlinear time
series. Here, we propose a new set of statistical tests for time series irreversibility based on …

Stock market uncertainty and economic fundamentals: an entropy-based approach

K Ahn, D Lee, S Sohn, B Yang - Quantitative Finance, 2019 - Taylor & Francis
This study investigates the effects of stock market uncertainty on economic fundamentals,
represented by economic activities and systemic risk, in China. To capture the uncertainty in …