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Article Information:
Measuring Linear and Nonlinear Associations
Masoud Yarmohammadi
Corresponding Author: Masoud Yarmohammadi
Submitted: December 20, 2011
Accepted: January 26, 2011
Published: February 11, 2013 |
Abstract:
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In this study, we propose a new approach based on two nonparametric techniques to capture the linear and nonlinear associations. The singular spectrum analysis technique, which is a powerful method for filtering noisy series, is used as a noise reduction method and mutual information is considered for measuring the level of association. The performance of the proposed approach is assessed using the simulated and real time series.
Key words: Association, mutual information, noise reduction, singular spectrum analysis, , ,
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Cite this Reference:
Masoud Yarmohammadi, . Measuring Linear and Nonlinear Associations. Research Journal of Applied Sciences, Engineering and Technology, (05): 1480-1482.
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ISSN (Online): 2040-7467
ISSN (Print): 2040-7459 |
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