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Information Redundancy as an Information Theoretic Criterion for Onset Detection
| Content Provider | Semantic Scholar |
|---|---|
| Author | Dijck, Gert Van Hulle, Marc M. Van |
| Copyright Year | 2006 |
| Abstract | We propose a criterion, called ‘maximal redundancy’, for onset detection in time series. The concept redundancy is inspired from information theory and indicates how well a signal locally can be explained by an underlying model exploiting past observations. It is shown that a local maximum in the redundancy is a good indicator for an onset. It is proven that ‘maximal redundancy’ detection is a statistical asymptotically optimal detector for AR processes. Moreover, the detector accounts for nonGaussianity of the innovations in the AR processes, using negentropy. Several applications are shown where the new criterion has been successfully applied. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://di.ulb.ac.be/mlg/CILDocs/Posters/Gert.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
