A nonlinear correlation measure for multivariable data set

DOI10.1016/J.PHYSD.2004.11.001MaRDI QIDQ1765733zbMATH OpenOpenAlexFDO

Authors Qiang Wang, Yi Shen, Jianqiu 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

EntropyMutual informationCorrelation coefficientNonlinear correlation

Mathematics Subject Classification ID

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

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Cites work

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• scientific article; zbMATH DE number 3062467 (Why is no real title available?)
• Detecting nonlinearity in multivariate time series
• Ergodic theory of chaos and strange attractors
• Estimating the errors on measured entropy and mutual information
• Independent coordinates for strange attractors from mutual information.
• Information and entropy in strange attractors
• Significance testing of information theoretic functionals

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(13)

• scientific article; zbMATH DE number 1865426 (Why is no real title available?)
• Transfer mutual information: A new method for measuring information transfer to the interactions of time series
• Evaluation of statistical relationship of random variables via mutual information
• A novel approach to evaluate nonlinear correlation of a multivariable data set
• A set of novel correlation tests for nonlinear system variables
• New types of nonlinear auto-correlations of bivariate data and their applications
• Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond
• Nonlinear correlation analysis of time series based on complex network similarity
• Estimation of mutual information by the fuzzy histogram
• Normal correlation coefficient of non-normal variables using piece-wise linear approximation
• Multivariate distributions with correlation matrices for nonlinear repeated measurements
• TNT: an effective method for finding correlations between two continuous variables
• Reconstruction of coupling architecture of neural field networks from vector time series

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