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Mutual Average Information

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Mutual Average Information

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05 Oct 2001 (Updated )

Calculates the Mutual Average Information of a time series

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Description

Calculates the Mutual Average Information of a time series for some time lag.

Acknowledgements

This file inspired Average Mutual Information.

MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (7)
18 Mar 2016 Urs Groepl  
17 Nov 2015 samira

samira (view profile)

Thank you Alexandros for sharing your matlab code!
can you please tell us what is your reference for calculating number of bins like this?

% Define the number of bins
k=floor(1+log2(n-lag(i))+0.5);

18 Jul 2013 Mohamed Aboamer

It works well and fast but i need to plot lag vs. values of mutual information

30 May 2006 Matteo De Felice

nice and useful,tnx

14 Feb 2006 Aslak Grinsted  
14 Jun 2004 Moritz Plinke

It works well and this with a fast speed. It was helpfull for my student research project.

Thanks, Moritz

29 Sep 2003 ramabala kondepudi

Hi
This code is very helpful to me to get started on my academic project. Could you please let me know if you dont provide the lag, the lag chosen in the program
0:min(n/2 -1,20) is a generic rule or is that applied just for some systems?
I would greatly appreciate it if you elaborate a little bit on how to choose the time lag.
Thanks
Sesh

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