Pengjian Shang

Detecting long-range correlations of traffic time series with multifractal detrended fluctuation analysis

Pengjian Shang, Yongbo Lu, Santi Kamae · Chaos Solitons & Fractals · 2006 · 188 citations

Computing, Mathematics, Dynamical Systems +14

Chaotic analysis of traffic time series

Pengjian Shang, Xuewei Li, Santi Kamae · Chaos Solitons & Fractals · 2004 · 153 citations

Natural Sciences, Mathematics, Dynamical Systems +13

Multidimensional<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si8.gif" display="inline" overflow="scroll"><mml:mi>k</mml:mi></mml:math>-nearest neighbor model based on EEMD for financial time series forecasting

Ningning Zhang, Aijing Lin, Pengjian Shang · Physica A Statistical Mechanics and its Applications · 2017 · 133 citations

Computing, Finance, Mathematics +13

MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS

Wang Jing, Pengjian Shang, Weijie Ge · Fractals · 2012 · 131 citations

Business, Finance, Financial Econometrics +16

Multifractal Fourier detrended cross-correlation analysis of traffic signals

Xiaojun Zhao, Pengjian Shang, Aijing Lin et al. · Physica A Statistical Mechanics and its Applications · 2011 · 99 citations

Engineering, Electrical Engineering, Mathematics +15