Mutual Information and k-Nearest Neighbors approximator for Time Series Predictions

Reference:

Antti Sorjamaa, Jin Hao, and Amaury Lendasse. Mutual information and k-nearest neighbors approximator for time series predictions. In W. Duch at al., editor, LNCS - Artificial Neural Networks: Formal Models and Their Applications - ICANN 2005, volume 3697/2005 of Lecture Notes in Computer Science, pages 553–558. Springer Berlin / Heidelberg, September 11-15 2005.

Suggested BibTeX entry:

@inproceedings{Sorjamaa05_1,
    author = {Antti Sorjamaa and Jin Hao and Amaury Lendasse},
    booktitle = {{LNCS} - Artificial Neural Networks: Formal Models and Their Applications - {ICANN} 2005},
    editor = {W. Duch at al.},
    month = {September 11-15},
    pages = {553-558},
    publisher = {Springer Berlin / Heidelberg},
    series = {Lecture Notes in Computer Science},
    title = {Mutual Information and k-Nearest Neighbors approximator for Time Series Predictions},
    volume = {3697/2005},
    year = {2005},
}