Open AccessResearch on the correlation between the mutual information and Lempel-Ziv complexity of nonlinear time series
Author(s) -
Dianzhong Zhang
Publication year - 2007
Publication title -
wuli xuebao
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.199
H-Index - 47
ISSN - 1000-3290
DOI - 10.7498/aps.56.3152
Subject(s) - mutual information , series (stratigraphy) , nonlinear system , logistic map , correlation , total correlation , mathematics , pointwise mutual information , statistics , computer science , algorithm , artificial intelligence , physics , chaotic , paleontology , geometry , quantum mechanics , biology
To explore the correlation between the mutual information and complexity of nonlinear dynamic system, the nonlinear time series of Logistic map Lorenz model and cardiac RR intervals were used as the experimental data. The multi-segmented time-delayed mutual information multi-segmented Lempel-Ziv complexity and their correlation coefficients were calculated. The results show that the mutual information of these series are strongly negatively correlated with the complexity. For the 201 series generated by Logistic equation, the absolute value of all correlation coefficients between the mutual information and the complexity of various segments are 0.9126 plus and the maximum reach to 0.9923 and for the 94 series of cardiac RR intervals they are 0.8555 plus and the maximum reach to 0.9860. The investigations also indicate that the mutual information is more sensitive than the complexity in characterizing a nonlinear dynamic system.