Scaling Detection in Time Series: Diffusion Entropy Analysis (open access)

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