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ami: Computes and plots average mutual information and correlation for time series data..
28 Jun 2005
(Updated 01 Jul 2005)
Download from the link here.
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| File Information |
| Description |
AMI computes and plots average mutual information (ami) and correlation
of univariate or bivariate time series for different values of time
lag.
USAGE:
[amis corrs] = ami(xy,nBins,nLags)
INPUT:
xy: either univariate (x) or bivariate ([x y]) time series data. If
bivariate time series are given then x should be independent variable
and y should be dependent variable. If univariate time series is given
then autocorrelation is calculated instead of cross correlation.
nBins: number of bins for time series data to compute distribution
which is required to compute ami. nBins should be either vector of 2
elements (for bivariate) or scalar (univariate).
nLags: number of time lags to compute ami and correlation. Computation is done for lags values of 0:nLags.
OUTPUT:
amis: vector of average mutual information for time lags of 0:nLags
corrs: vector of correlation (or autocorrelation for univariate time seris) for time lags of 0:nLags
EXAMPLES:
xy = rand(1000,2);
nBins = [15 10];
nLags = 25;
[amis corrs]= ami(xy,nBins,nLags);
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| MATLAB release |
MATLAB 7.0.1 (R14SP1)
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