Correlation based on binary events
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I have a system with 5 components. Every 10 seconds the signal travels to all of them and I know how many of them responded. I need to know there there is a correlation in response. So, my time series data looks something like:
A B C D E
-----------------------
1 0 1 1 1
1 1 1 1 1
1 0 0 0 1
1 0 1 0 1
............ there are about 10,000 rows
Can I use a simple correlation function to see if there is correlation between occurrences of the above 5. Or is there a better way for this?
Thanks guys
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Shashank Prasanna
2013 年 1 月 31 日
I suppose there are many ways to quantify, but you could try to compute the Mutual Information which gives a measure of the average amount of decrease of the randomness of say A by observing B.
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Shashank Prasanna
2013 年 1 月 31 日
This metric may or may not applicable to your use case but wikipedia has more information on what I am talking about:
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