Estimating Conditional Transfer Entropy in Time Series using Mutual Information and Non-linear Prediction.
Payam Shahsavari BaboukaniCarina GraversenEmina AlickovicJan ØstergaardPublished in: CoRR (2020)
Keyphrases
- mutual information
- information theoretic
- image registration
- financial time series
- similarity measure
- medical image registration
- information gain
- feature selection
- moving average
- prediction accuracy
- chaotic time series
- exponential smoothing
- information theoretic measures
- multi modal image registration
- information theory
- prediction model
- shannon entropy
- prediction algorithm
- relative entropy
- extreme values
- forecasting accuracy
- prediction error
- non stationary
- box jenkins
- knowledge transfer
- kullback leibler divergence
- multi variate
- conditional mutual information
- mutual information maximization
- conditional entropy
- short term prediction
- competitive learning
- normalized mutual information
- neural network
- data mining tasks
- conditional probabilities
- stock market
- short term
- image segmentation
- computer vision
- learning algorithm
- machine learning