Redundancy
المؤلف:
Fraser, A. M.
المصدر:
"Reconstructing Attractors from Scalar Time Series: A Comparison of Singular System and Redundancy Criteria." Phys. D 34
الجزء والصفحة:
...
3-5-2021
3430
Redundancy
where 
is the entropy and 
is the joint entropy. Linear redundancy is defined as
where 
are eigenvalues of the correlation matrix.
REFERENCES:
Fraser, A. M. "Reconstructing Attractors from Scalar Time Series: A Comparison of Singular System and Redundancy Criteria." Phys. D 34, 391-404, 1989.
Paluš, M. "Identifying and Quantifying Chaos by Using Information-Theoretic Functionals." In Time Series Prediction: Forecasting the Future and Understanding the Past (Ed. A. S. Weigend and N. A. Gerschenfeld). Proc. NATO Advanced Research Workshop on Comparative Time Series Analysis held in Sante Fe, NM, May 14-17, 1992. Reading, MA: Addison-Wesley, pp. 387-413, 1994.
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