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Confidence measure estimation in dynamical systems model input set selection

An information-theoretic input selection method for dynamical system modeling is presented that qualifies the rejection of irrelevant inputs from a candidate input set with an estimate of a measure of confidence given only finite data. To this end, we introduce a method of determining the spatial in...

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Bibliographic Details
Main Authors: Deignan, P.B., King, G.B., Meckl, P.H., Jennings, K.
Format: Conference Proceeding
Language:English
Subjects:
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Summary:An information-theoretic input selection method for dynamical system modeling is presented that qualifies the rejection of irrelevant inputs from a candidate input set with an estimate of a measure of confidence given only finite data. To this end, we introduce a method of determining the spatial interval of dependency in the context of the modeling problem for bootstrap mutual information estimates on dependent time-series. Additionally, details are presented for determining an optimal binning interval for histogram-based mutual information estimates.
ISSN:0743-1619
2378-5861
DOI:10.23919/ACC.2004.1383894