Estimating Conditional Transfer Entropy in Time Series Using Mutual Information and Nonlinear Prediction.
Payam Shahsavari BaboukaniCarina GraversenEmina AlickovicJan ØstergaardPublished in: Entropy (2020)
Keyphrases
- mutual information
- information theoretic
- image registration
- short term prediction
- similarity measure
- financial time series
- prediction accuracy
- moving average
- autoregressive conditional heteroscedasticity
- prediction algorithm
- short term
- non stationary
- medical image registration
- conditional entropy
- arima model
- multimodal image registration
- prediction model
- feature selection
- knowledge transfer
- information gain
- kullback leibler divergence
- information theory
- exponential smoothing
- chaotic time series
- normalized mutual information
- shannon entropy
- neural network
- autoregressive integrated moving average
- multiscale
- random field model
- extreme values
- transfer learning
- high dimensional
- reinforcement learning
- artificial neural networks
- image analysis
- box jenkins
- image processing
- dynamic time warping