Model term selection for spatio-temporal system identification using mutual information

Shu Wang, Hua-Liang Wei, Daniel Coca and Stephen Billings

International Journal of Systems Science, 2013, vol. 44, issue 2, 223-231

Abstract: A new mutual information based algorithm is introduced for term selection in spatio-temporal models. A generalised cross validation procedure is also introduced for model length determination and examples based on cellular automata, coupled map lattice and partial differential equations are described.

Date: 2013
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DOI: 10.1080/00207721.2011.600468

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