کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
758389 | 896426 | 2012 | 9 صفحه PDF | دانلود رایگان |
We propose an index to measure cooperation among different time-series based on the Rényi entropy of the eigenvalues of the signal correlation matrix and an optimization step. The index could be considered as a generalization of a previously known index, based instead on the Shannon entropy. The extension to Rényi entropy and the optimization step allow a better use of the information conveyed by the correlation matrix, especially when dealing with a small number of signals.
► Cooperation index among time-series based on the signal correlation matrix.
► Improvement of a previously known index.
► Generalization of Shannon to Rényi entropy and an optimization step.
► Numerous experiments, from simple to more elaborated, highlight the good features.
Journal: Communications in Nonlinear Science and Numerical Simulation - Volume 17, Issue 7, July 2012, Pages 2960–2968