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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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Main Authors: | , , , |
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Format: | Conference Proceeding |
Language: | English |
Subjects: | |
Online Access: | Request full text |
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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. |
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ISSN: | 0743-1619 2378-5861 |
DOI: | 10.23919/ACC.2004.1383894 |