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2013 (Vol. 5, Issue: 05)
Article Information:

Measuring Linear and Nonlinear Associations

Masoud Yarmohammadi
Corresponding Author:  Masoud Yarmohammadi 

Key words:  Association, mutual information, noise reduction, singular spectrum analysis, , ,
Vol. 5 , (05): 1480-1482
Submitted Accepted Published
December 20, 2011 January 26, 2011 February 11, 2013
Abstract:

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.
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  Cite this Reference:
Masoud Yarmohammadi, 2013. Measuring Linear and Nonlinear Associations.  Research Journal of Applied Sciences, Engineering and Technology, 5(05): 1480-1482.
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ISSN (Online):  2040-7467
ISSN (Print):   2040-7459
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