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An information theoretic alternative to model a natural system using observational information alone
Publisher: American Geophysical Union
Year: 2014
Partial Mutual Information Based Algorithm For Input Variable Selection For time series forecasting
Year: 2013
Abstract:
theory, partial mutual information is a reliable measure to evaluate linear/nonlinear dependency and redundancy among variables. In this paper, we propose an IVS algorithm based on partial mutual information. The algorithm is tested on three time series...