Whitening as a tool for estimating mutual information in spatiotemporal data sets

DOI10.1007/s10955-006-9131-xzbMath1108.62090OpenAlexW2031586101MaRDI QIDQ857639

Tohru Ozaki, Andreas Galka, Jorge Bosch Bayard, Okito Yamashita

Publication date: 19 December 2006

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-006-9131-x

zbMATH Keywords

whiteningmutual informationinnovationstime series analysisspatiotemporal modelling

Mathematics Subject Classification ID

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

Related Items

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Uses Software

• ARfit
• FastICA
• Flury

Cites Work

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