{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,24]],"date-time":"2026-01-24T14:25:12Z","timestamp":1769264712452,"version":"3.49.0"},"reference-count":48,"publisher":"MDPI AG","issue":"9","license":[{"start":{"date-parts":[[2020,9,8]],"date-time":"2020-09-08T00:00:00Z","timestamp":1599523200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["11871061,61828203"],"award-info":[{"award-number":["11871061,61828203"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"name":"the Chinese Program for Changjiang Scholars and Innovative Research Team in University (PCSIRT)","award":["IRT_15R58"],"award-info":[{"award-number":["IRT_15R58"]}]},{"name":"the Hunan Provincial Innovation Foundation for Postgraduate","award":["CX2017B265"],"award-info":[{"award-number":["CX2017B265"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Entropy"],"abstract":"<jats:p>In this paper, we propose a new cross-sample entropy, namely the composite multiscale partial cross-sample entropy (CMPCSE), for quantifying the intrinsic similarity of two time series affected by common external factors. First, in order to test the validity of CMPCSE, we apply it to three sets of artificial data. Experimental results show that CMPCSE can accurately measure the intrinsic cross-sample entropy of two simultaneously recorded time series by removing the effects from the third time series. Then CMPCSE is employed to investigate the partial cross-sample entropy of Shanghai securities composite index (SSEC) and Shenzhen Stock Exchange Component Index (SZSE) by eliminating the effect of Hang Seng Index (HSI). Compared with the composite multiscale cross-sample entropy, the results obtained by CMPCSE show that SSEC and SZSE have stronger similarity. We believe that CMPCSE is an effective tool to study intrinsic similarity of two time series.<\/jats:p>","DOI":"10.3390\/e22091003","type":"journal-article","created":{"date-parts":[[2020,9,9]],"date-time":"2020-09-09T09:01:09Z","timestamp":1599642069000},"page":"1003","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":7,"title":["Composite Multiscale Partial Cross-Sample Entropy Analysis for Quantifying Intrinsic Similarity of Two Time Series Affected by Common External Factors"],"prefix":"10.3390","volume":"22","author":[{"given":"Baogen","family":"Li","sequence":"first","affiliation":[{"name":"Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education and Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University, Xiangtan 411105, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Guosheng","family":"Han","sequence":"additional","affiliation":[{"name":"Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education and Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University, Xiangtan 411105, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Shan","family":"Jiang","sequence":"additional","affiliation":[{"name":"Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education and Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University, Xiangtan 411105, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-5913-9646","authenticated-orcid":false,"given":"Zuguo","family":"Yu","sequence":"additional","affiliation":[{"name":"Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education and Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University, Xiangtan 411105, China"},{"name":"School of Electrical Engineering and Computer Science, Queensland University of Technology, GPO Box 2434, Brisbane QLD 4000, Australia"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2020,9,8]]},"reference":[{"key":"ref_1","doi-asserted-by":"crossref","first-page":"547","DOI":"10.1126\/science.1078551","article-title":"Long-Range Correlations in the Diffuse Seismic Coda","volume":"299","author":"Campillo","year":"2003","journal-title":"Science"},{"key":"ref_2","doi-asserted-by":"crossref","unstructured":"Auyang, S.Y. 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