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Evaluation of the status of rotary machines by time causal Information Theory quantifiers
(Elsevier Science, 2017-03)
In this paper several causal Information Theory quantifiers, i.e.�Shannon entropy, statistical complexity and Fisher information using the Bandt and Pompe permutation probability distribution, measure are applied to ...
Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers
(International Association for Fuzzy-set Management and Economy, 2016-05)
This paper analyzes the informational efficiency of oil market during the last three decades, and examines changes in informational efficiency with major geopolitical events, such as terrorist attacks, financial crisis and ...
Libor at crossroads: stochastic switching detection using Information Theory quantifiers
(Pergamon-Elsevier Science Ltd, 2016-03)
This paper studies the 28 time series of Libor rates, classified in seven maturities and four currencies, during the last 14 years. The analysis was performed using a novel technique in financial economics: the Complexity–Entropy ...
On the efficiency of sovereign bond markets
(Elsevier Science, 2012-09-15)
The existence of memory in financial time series has been extensively studied for several stock markets around the world by means of different approaches. However, fixed income markets, i.e. those where corporate and ...
Complexity-entropy analysis of daily stream flow time series in the continental United States
(Springer Verlag Berlín, 2013-10)
Complexity–entropy causality plane (CECP) is a diagnostic diagram plotting normalized Shannon entropy HSHS versus Jensen–Shannon complexity CJSCJS that has been introduced in nonlinear dynamics analysis to classify ...
Confidence intervals and hypothesis testing for the Permutation Entropy with an application to epilepsy
(Elsevier Science, 2018-04)
In nonlinear dynamics, and to a lesser extent in other fields, a widely used measure of complexity is the Permutation Entropy. But there is still no known method to determine the accuracy of this measure. There has been ...
Information quantifiers and unpredictability in the COVID-19 time-series data
(Centro de Investigaciones en Matemática Pura y Aplicada (CIMPA) y Escuela de Matemática, San José, Costa Rica., 2023)