Exciting news! We're transitioning to the Statewide California Earthquake Center. Our new website is under construction, but we'll continue using this website for SCEC business in the meantime. We're also archiving the Southern Center site to preserve its rich history. A new and improved platform is coming soon!

A comparative study of coherence, mutual information and cross-intensity models.

Ting Wang, Mark Bebbington, & David S. Harte

Published 2010, SCEC Contribution #6151

Coherence is a measure of the time invariant linear dependence of two processes at certain frequencies, and provides a measure of the degree
of linear predictability of one process from another process. The coherence is inadequate as a measure of general association for it may be identically 0 when two series are in fact related. However, such behavior does not occur for the coefficient of mutual information, which is a measure of the amount of information that one random variable contains about another random variable. The Lin-Lin model, which describes the influence of an input on a point process
output, can identify linear causal relationships between one sequence of events and another. This paper presents a comparative study of the three approaches using a case study of the relationship between roundwater level data from
Tangshan Well and global earthquakes with minimum magnitude 5.8.

Wang, T., Bebbington, M., & Harte, D. S. (2010). A comparative study of coherence, mutual information and cross-intensity models.. International Journal of Information and Systems Sciences, 6(1), 49-60. http://www.math.ualberta.ca/ijiss/SS-Volume-6-2010/No-1-10/SS-10-01-04.pdf