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Scaling Detection in Time Series: Diffusion Entropy Analysis
Article discussing a method of statistical analysis based on the Shannon entropy of the diffusion process generated by the time series, called diffusion entropy analysis (DEA).
Date:
September 25, 2002
Creator:
Scafetta, Nicola & Grigolini, Paolo
System:
The UNT Digital Library
Lévy Scaling: The Diffusion Entropy Analysis Applied to DNA Sequences
Article on Lévy scaling and the diffusion entropy analysis applied to DNA sequences. The authors address the problem of the statistical analysis of a time series generated by complex dynamics with the diffusion entropy analysis.
Date:
September 20, 2002
Creator:
Scafetta, Nicola; Latora, Vito & Grigolini, Paolo
System:
The UNT Digital Library