Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9877744 | Physica D: Nonlinear Phenomena | 2005 | 9 Pages |
Abstract
The paper states that the mutual information carried by the rank sequences that are obtained from the original two sequences is a good measure of nonlinear correlation. Based on that, the nonlinear correlation information entropy (NCIE) is proposed for measuring the general relationship of a multivariable data set. NCIE uses a number in the closed interval [0, 1] to indicate the nonlinear correlation degree of the concerned multivariable data set, with 0 and 1 denotes the weakest and the strongest relationship, respectively. Data sets generated from an autoregressive model, a nonlinear chaotic Lorenz system, and a logistic function as known correlation sequences are analyzed using the proposed NCIE. The results testify the suitableness and correctness of the proposed concepts as nonlinear correlation measure.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Qiang Wang, Yi Shen, Jian Qiu Zhang,