Generalized redundancies for time series

  title={Generalized redundancies for time series},
  author={A J Prichard and James Theiler},
Extensions to various information-theoretic quantities (such as entropy, redundancy , and mutual information) are discussed in the context of their role in nonlinear time series analysis. We also discuss \linearized" versions of these quantities and their use as benchmarks in tests for nonlinearity. Many of these quantities can be expressed in terms of the generalized correlation integral, and this expression permits us to more clearly exhibit the relationships of these quantities to each other… CONTINUE READING
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