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- W84193854 abstract "In this chapter we propose a method to select from a possibly large set of observable quantities a minimal subset yielding (nearly) all relevant information on the quantity we are going to predict. We derive the theoretical background and give numerical hints and examples, including results for some daily dollar exchange rates. Our approach essentially profits from the availability of a fast algorithm for mutual information analysis." @default.
- W84193854 created "2016-06-24" @default.
- W84193854 creator A5028969109 @default.
- W84193854 date "2002-01-01" @default.
- W84193854 modified "2023-09-23" @default.
- W84193854 title "Mutual Information and Relevant Variables for Predictions" @default.
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- W84193854 doi "https://doi.org/10.1007/978-1-4615-0931-8_4" @default.
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