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Titolo:
Detecting and evaluating intrinsic nonlinearity present in the mutual dependence between two variables
Autore:
Tanaka, N; Okamoto, H; Naito, M;
Indirizzi:
Hitachi Ltd, Adv Res Lab, Hatoyama, Saitama 3500395, Japan Hitachi Ltd Hatoyama Saitama Japan 3500395 toyama, Saitama 3500395, Japan
Titolo Testata:
PHYSICA D
fascicolo: 1-2, volume: 147, anno: 2000,
pagine: 1 - 11
SICI:
0167-2789(200012)147:1-2<1:DAEINP>2.0.ZU;2-1
Fonte:
ISI
Lingua:
ENG
Soggetto:
COUPLED MAP LATTICES; STRANGE ATTRACTORS; INFORMATION-FLOW;
Keywords:
dependence; nonlinearity; mutual information; time series analysis;
Tipo documento:
Article
Natura:
Periodico
Settore Disciplinare:
Physical, Chemical & Earth Sciences
Citazioni:
14
Recensione:
Indirizzi per estratti:
Indirizzo: Tanaka, N Hitachi Ltd, Adv Res Lab, Hatoyama, Saitama 3500395, Japan Hitachi Ltd Hatoyama Saitama Japan 3500395 itama 3500395, Japan
Citazione:
N. Tanaka et al., "Detecting and evaluating intrinsic nonlinearity present in the mutual dependence between two variables", PHYSICA D, 147(1-2), 2000, pp. 1-11

Abstract

Detection and evaluation of intrinsic nonlinearity present in the mutual dependence between two variables is an important subject that is faced in many situations such as the identification of a system based on the relationship between input and output signals. We propose a method for detecting andevaluating the intrinsic nonlinearity without requiring a long data series. This method is based on comparing the mutual information between the original data series with that between new ones obtained by removing linear dependence from the original ones. The point is to remove linear dependence from the original data and to effectively compute mutual information even forrelatively short data. We apply the method to several sample data and confirm the effectiveness of the method. We also discuss its applicability to causality analysis. (C) 2000 Elsevier Science B.V. All rights reserved.

ASDD Area Sistemi Dipartimentali e Documentali, Università di Bologna, Catalogo delle riviste ed altri periodici
Documento generato il 03/04/20 alle ore 10:26:15