Mutual Information for Quaternion Time Series

Abstract : Mutual Information method is a widely used method for estimation of time delay value in the process of time delay embedding. It’s designed for a univariate scalar time series. In the real systems often many outputs of investigated system are available. In this case a multivariate time delay estimation method is necessary if one may require to perform the uniform time delay embedding. The special case of multivariate data is a kinematic time series(e.g. quaternion time series or Euler angles time series). The main goal of this paper is to provide a method for this case: Mutual Information method’s extension for quaternion time series. The results are also compared with previosly presented quaternion’s angle method. The method was tested on the real kinematic data - the recordings of human gait.
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Khalid Saeed; Władysław Homenda. 15th IFIP International Conference on Computer Information Systems and Industrial Management (CISIM), Sep 2016, Vilnius, Lithuania. Springer International Publishing, Lecture Notes in Computer Science, LNCS-9842, pp.453-461, 2016, Computer Information Systems and Industrial Management. 〈10.1007/978-3-319-45378-1_40〉
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Michał Piórek. Mutual Information for Quaternion Time Series. Khalid Saeed; Władysław Homenda. 15th IFIP International Conference on Computer Information Systems and Industrial Management (CISIM), Sep 2016, Vilnius, Lithuania. Springer International Publishing, Lecture Notes in Computer Science, LNCS-9842, pp.453-461, 2016, Computer Information Systems and Industrial Management. 〈10.1007/978-3-319-45378-1_40〉. 〈hal-01637476〉

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