SHANG Pengjian

Professional title:Professor

Office No.:010-51684410


June 1993, Ph. D., Institute of Mathematics and Statistics, Wuhan University, China

July 1990, M.S., Application Mathematics, Central China Normal University, Wuhan. China

Professional Experience

Pengjian Shang is a professor and doctoral supervisor of Beijing Jiaotong University with his research interests including Applied Statistics;Time series. He got Ph D from Wuhan University in June 1993 and started his work period at School of Science of Beijing Jiaotong University. He ever visited Harvard University, Boston University,etc. Up yo now, he has published more than 160 papers. He has hosted 5 projects of the National Natural Science Foundation of China, and 2 project of the Beijing Natural Science Foundation.  

Research Field

Applied Statistics;Time series


5 projects of the National Natural Science Foundation of China, and 2 project of the Beijing Natural Science Foundation.  

Teaching Courses

Time series analysis; The data statistical analysis theory and application; Statistics and forecast , etc.  


  1. Du Shang∗, Pengjian Shang, The Fisher-DisEn plane: A novel approach to distinguish different complex systems, Commun Nonlinear Sci Numer Simulat 89 (2020) 105271
  2. Du Shang,Pengjian Shang, Analysis of time series in the cumulative residual entropy plane based on oscillation roughness exponent, Nonlinear Dyn (2020) 100:2167–2186
  3. Jun Jiang, Pengjian Shang and Xuemei Li, An Effective Stock Classification Method Via MDS Based on Modified Mutual Information Distance, Fluctuation and Noise Letters, Vol.19,No.2(2020) 2050018 (18 pages)
  4. Shijian Chen ∗, Pengjian Shang ∗, Yue Wu, Generalized entropy plane based on large deviations theory for financial time series, Applied Mathematics and Computation 365 (2020) 124719
  5. Shijian Chen, Pengjian Shang∗, An adaptive method for threshold of recurrence quantification analysis based on SAX, Commun Nonlinear Sci Numer Simulat 83 (2020) 105061
  6. Shijian Chen, Pengjian Shang ∗, Financial time series analysis using the relation between MPE and MWPE,Physica A 537 (2020) 122716
  7. Jiayi He, Pengjian Shang∗, NF-CECP: A novel approach to distinguish signals with different properties via modified Fisher information measure, Commun Nonlinear Sci Numer Simulat 88 (2020) 105272
  8. Jiayi He, Pengjian Shang, Yali Zhang, Global recurrence quantification analysis and its application in financial time series, Nonlinear Dyn (2020) 100:803–829
  9. Zhengli Liu, Pengjian Shang, Yuanyuan Wang ∗, Characterization of time series through information quantifiers, Chaos, Solitons and Fractals 132 (2020) 109565
  10. Xuegeng Mao ∗, Pengjian Shang, Meng Xu, Chung-Kang Peng,Measuring time series based on multiscale dispersion Lempel–Ziv complexity and dispersion entropy plane,Chaos, Solitons and Fractals 137 (2020) 109868
  11. Xuegeng Mao∗, Pengjian Shang, Jianing Wang, Yi Yin, Fractional cumulative residual Kullback-Leibler information based on Tsallis entropy, Chaos, Solitons and Fractals 139 (2020) 110292
  12. Xuegeng Mao, Pengjian Shang, Albert C. Yang, Chung-Kang Peng, Multiscale cumulative residual distribution entropy and its applications on heart rate time series, Nonlinear Dyn (2020) 101:2357–2368
  13. Xuegeng Mao∗, Albert C. Yang, Chung-Kang Peng, Pengjian Shang, Analysis of economic growth fluctuations based on EEMD and causal decomposition, Physica A 553 (2020) 124661
  14. Kun Peng,Pengjian Shang,and Yi Yin,Characterizing dynamics of time series via Hill-index complexity measure,Chaos 30, 113139 (2020); doi: 10.1063/5.0010462
  15. Lei Rong ∗, Pengjian Shang, Evaluation of missing ordinal pattern and its fractional distribution entropy, Physica A 00 (2020) 122317
  16. Binbin Shang, Pengjian Shang, Complexity analysis of multiscale multivariate time series based on entropy plane via vector visibility graph, Nonlinear Dyn (2020) 102:1881–1895
  17. Binbin Shang ∗, Pengjian Shang, Binary indices of time series complexity measures and entropy plane, Physica A 558 (2020) 125003
  18. Yu Wang∗, Pengjian Shang, Complexity analysis of time series based on generalized fractional order cumulative residual distribution entropy, Physica A 537 (2020) 122582
  19. Yu Wang∗ and Pengjian Shang†,Complexity Analysis of Time Series Based on Generalized Fractional Order Refined Composite Multiscale Dispersion Entropy, International Journal of Bifurcation and Chaos, Vol. 30, No. 14 (2020) 2050211 (15 pages)
  20. Hui Xiong, Pengjian Shang, Jiayi He, Yali Zhang, Complexity and information measures in planar characterization of chaos and noise, Nonlinear Dyn (2020) 100:1673–1687
  21. Boyi Zhang∗, Pengjian Shang,Measuring information transfer by dispersion transfer entropy, Commun Nonlinear Sci Numer Simulat 89 (2020) 105329
  22. Yali Zhang, Pengjian Shang, Jiayi He, Hui Xiong, A measure of complexity based on the order patterns, Nonlinear Dyn (2020) 102:1925–1938
  23. Yali Zhang, Pengjian Shang ∗, Jiayi He, Hui Xiong, Cumulative Tsallis entropy based on multi-scale permuted distribution of financial time series, Physica A 548 (2020) 124388
  24. Qin Zhou∗, Pengjian Shang, Weighted multiscale cumulative residual Rényi permutation entropy of financial time series, Physica A 540 (2020) 123089
  25. Du Shang ∗, Pengjian Shang, Zuoquan Zhang,Efficient synchronization estimation for complex time series using refined cross-sample entropy measure,Commun Nonlinear Sci Numer Simulat 94 (2021) 105556
  26. []Du Shang, Pengjian Shang ∗, A novel approach of dependence measure for complex signals, Communications in Nonlinear Science and Numerical Simulation 104 (2022) 106051
  27. Jiayi He, Jinzhao Liu, Pengjian Shang, Yali Zhang, Dynamic Shannon entropy (DySEn): a novel method to detect the local anomalies of complex time series, Nonlinear Dyn (2021) 104:4007–4022
  28. Sange Li∗, Pengjian Shang, Analysis of nonlinear time series using discrete generalized past entropy based on amplitude difference distribution of horizontal visibility graph, Chaos, Solitons and Fractals 144 (2021) 110687
  29. Guyue Qin ∗, Pengjian Shang, Analysis of time series using a new entropy plane based on past entropy, Chaos, Solitons and Fractals 152 (2021) 111477
  30. Guyue Qin∗ and Pengjian Shang†, Analysis of Time Series Based on a New Entropy Plane by Using Weighted Dispersion Pattern, International Journal of Bifurcation and Chaos, Vol. 31, No. 9 (2021) 2150128 (26 pages)
  31. Binbin Shang, Pengjian Shang,Directed vector visibility graph from multivariate time series: a new method to measure time series irreversibility, Nonlinear Dyn (2021) 104:1737–1751
  32. Yetian Shi, Yue Wu∗, Pengjian Shang, Research on weighted Havrda–Charvat’s entropy in financial time series, Physica A 572 (2021) 125914
  33. Yu Wang∗ and Pengjian Shang, Complexity analysis of time series based on generalized fractional order dual-embedded dimensional multivariate multiscale dispersion entropy, Fractals, Vol. 29, No. 3 (2021) 2150048 (24 pages)
  34. Zhuo Wang∗, Pengjian Shang, Generalized entropy plane based on multiscale weighted multivariate dispersion entropy for financial time series, Chaos, Solitons and Fractals 142 (2021) 110473
  35. Yue Wu, Pengjian Shang, Jianan Xia, Inverse sample entropy analysis for stock markets, Nonlinear Dyn (2021) 103:741–758
  36. Meng Xu∗, Pengjian Shang, Sheng Zhang, Multiscale Rényi cumulative residual distribution entropy: Reliability analysis of financial time series, Chaos, Solitons and Fractals 143 (2021) 110410
  37. Meng Xu, Pengjian Shang, Sheng Zhang, Complexity analysis of the time series using inverse dispersion entropy,Nonlinear Dyn (2021) 105:499–514
  38. Boyi Zhang∗, Pengjian Shang, Qin Zhou, The identification of fractional order systems by multiscale multivariate analysis, Chaos, Solitons and Fractals 144(2021) 110735
  39. Boyi Zhang, Pengjian Shang∗, Jinzhao Liu, Transition-based complexity-entropy causality diagram: A novel method to characterize complex systems, Commun Nonlinear Sci Numer Simulat 95 (2021) 105660
  40. Boyi Zhang, Pengjian Shang, Dispersion conditional mutual information: a novel measure to estimate coupling direction between complex systems, Nonlinear Dyn (2021) 103:1139–1150
  41. Jinyang Li, Pengjian Shang,Xuezheng Zhang,Time series irreversibility analysis using Jensen–Shannon divergence calculated by permutation pattern, Nonlinear Dyn (2019) 96:2637–2652
  42. Zhengli Liu, Pengjian Shang ∗, Yuanyuan Wang, Multifractal weighted permutation analysis based on Rényi entropy for financial time series, Physica A 536 (2019) 120994
  43. Xuegeng Mao, Pengjian Shang, Qinglei Li, Multivariate multiscale complexity -entropy causality plane analysis for complex time series, Nonlinear Dyn (2019) 96:2449–2462
  44. Xuegeng Mao∗, Pengjian Shang, Multivariate singular spectrum analysis for traffic time series,Physica A 526 (2019) 121063
  45. Lei Rong,Pengjian Shang,The novel multi-scale local irreversibility analysis method based on segmentation about time series,Nonlinear Dyn (2019) 95:2117–2130
  46. Yue Teng, Pengjian Shang, Jiayi He, Multiscale fractional-order approximate entropy analysis of financial time series based on the cumulative distribution matrix, Nonlinear Dyn (2019) 97:1067–1085