Context Based Predictive Information
We propose a new algorithm called the context-based predictive information (CBPI) for estimating the predictive information (PI) between time series, by utilizing a lossy compression algorithm. The advantage of this approach over existing methods resides in the case of sparse predictive information...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-06-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/21/7/645 |