Model term selection for spatio-temporal system identification using mutual information
Shu Wang, Hua‐Liang Wei, Daniel Coca, Stephen A. Billings · International Journal of Systems Science · 2011
A new mutual information based algorithm is introduced for term selection in spatio-temporal models. A generalised cross validation procedure is also introduced for model length determination and examples based on cellular automata, coupled map lattice and partial differential equations are described.