Detecting and evaluating intrinsic nonlinearity present in the mutual dependence between two variables

DOI10.1016/S0167-2789(00)00159-7zbMath0970.62058OpenAlexW1975602500MaRDI QIDQ1590011

Naoki Tanaka, Masayoshi Naito, Hiroshi Okamoto

Publication date: 3 October 2001

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

Full work available at URL: https://doi.org/10.1016/s0167-2789(00)00159-7

zbMATH Keywords

mutual informationnonlinearitytime series analysiscorrelation coefficients

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

The synchronization of chaotic systems

Cites Work

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• A Mathematical Theory of Communication
• A universal prior for integers and estimation by minimum description length
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• Independent coordinates for strange attractors from mutual information
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• Calculation of information flow rate from mutual information
• On stochastic complexity and nonparametric density estimation

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