کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1150683 957971 2007 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Mutual information in the frequency domain
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Mutual information in the frequency domain
چکیده انگلیسی

Coefficients of mutual information (MI) can provide powerful extensions of classical coefficients of correlation. In particular, they have the property of vanishing if and only if the components involved are statistically independent of each other. This characteristic can prove useful in preparatory work to model building. In this article a frequency domain variant of MI is developed and studied for bivariate stationary time series. As a scientific example an ambient seismic noise data set is studied and a lack of independence of the components inferred. The character of the dependence of the MI on frequency may be used to suggest the nature of the statistical dependence.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 3, 1 March 2007, Pages 1076–1084
نویسندگان
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