Miśkiewicz, Janusz - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 26, pp. 6595-6604
A time series is remapped onto an entropy concept, based on the Theil index. The Manhattan distance between these surrogate series is calculated, and contrasted to the usual correlation distance measure. The idea is applied to several Gross Domestic Product (relative increments) of rich...