A nonlinear correlation measure for multivariable data set

DOI10.1016/j.physd.2004.11.001zbMath1058.62007OpenAlexW1995007314MaRDI QIDQ1765733

Yi Shen, Qiang Wang, Jian Qiu Zhang

Publication date: 23 February 2005

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2004.11.001

zbMATH Keywords

Mutual informationEntropyCorrelation coefficientNonlinear correlation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of dynamical systems (37N99) Statistical aspects of information-theoretic topics (62B10)

Related Items (5)

Transfer mutual information: A new method for measuring information transfer to the interactions of time series ⋮ Reconstruction of coupling architecture of neural field networks from vector time series ⋮ Normal correlation coefficient of non-normal variables using piece-wise linear approximation ⋮ Nonlinear Correlation Analysis of Time Series Based on Complex Network Similarity ⋮ Estimation of mutual information by the fuzzy histogram

Cites Work

• Significance testing of information theoretic functionals
• Estimating the errors on measured entropy and mutual information
• Detecting nonlinearity in multivariate time series
• Information and entropy in strange attractors
• Independent coordinates for strange attractors from mutual information
• Ergodic theory of chaos and strange attractors
• Generalized redundancies for time series analysis
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A nonlinear correlation measure for multivariable data set