A COMPARATIVE STUDY OF COHERENCE, MUTUAL INFORMATION AND CROSS-INTENSITY MODELS
Coherence is a measure of the time invariant linear dependence of two processes at certain frequencies, and provides a measure of the degree of linear predictability of one process from another process. The coherence is inadequate as a measure of general association for it may be identically 0 when two series are in fact related. However, such behavior does not occur for the coefficient of mutual information, which is a measure of the amount of information that one random variable contains about another random variable. The Lin-Lin model, which describes the influence of an input on a point process output, can identify linear causal relationships between one sequence of events and another. This paper presents a comparative study of the three approaches using a case study of the relationship between groundwater level data from Tangshan Well and global earthquakes with minimum magnitude 5.8.
Coherence mutual information Lin-Lin model Groundwater level Earthquakes
TING WANG MARK S.BEBBINGTON DAVID S.HARTE
IFS/Statistics, Massey University, Private Bag 11222, Palmerston North, New Zealand Statistics Research Associates Ltd, Wellington, New Zealand
国际会议
The Second International Conference on Information & Systems Sciences(ICISS2008)(第二届信息与系统科学国际会议)
大连
英文
484-495
2008-12-18（万方平台首次上网日期，不代表论文的发表时间）