NDLI: A Measure for Residual Correlation with Whiteness Test and Information Entropy

Content Provider	IEEE Xplore Digital Library
Author	Dai-Ping Jia Li-Juan Wu Hong-Da Fan
Copyright Year	2006
Description	Author affiliation: Dept. of Comput. Sci., Shandong Inst. of Bus. & Technol. (Dai-Ping Jia; Li-Juan Wu)
Abstract	Correlation analysis on residuals is a classical checking method for dynamic stochastic modeling. By fusing information entropy and residual correlation in dynamic model analysis, the paper presents a new approach of model checking based on whiteness test and information entropy, and proposes a new diagnostic quantity named "residual entropy", which indicates the amount of information left in residual series. On normal distribution hypothesis about residuals, the paper gives the estimation expressions of residual entropy, and illustrates its application. The result of experiment shows that residual entropy is a useful diagnostic quantity in stochastic modeling. Performance comparison with the conventional methods indicates that minimum residual entropy can be applied as an effective checking criterion
Sponsorship	IEEE Syst., Man and Cybernetics Hebei Univ.
Starting Page	1630
Ending Page	1635
File Size	192928
Page Count	6
File Format	PDF
ISBN	1424400619
DOI	10.1109/ICMLC.2006.258897
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2006-08-13
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Testing Information entropy White noise Aerodynamics Stochastic resonance Gaussian distribution Information analysis Computer science Aerospace engineering Stochastic processes system identification Fire control system whiteness test residual entropy model checking criterion function
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in