/fisher-information

Code to calculate Fisher information

Primary LanguagePython

Fisher Information

Fisher information offers a robust method to assess the stability of a system over time. It is essentially able to compile multiple variables that each capture different aspects of a system, and outputs a global indicator of stability. We have coded a python script to automatically calculate a plot Fisher information for any timeseries data. More information and a tutorial is available at: http://csun.uic.edu/data.html#fisher

To cite the code, please cite N. Ahmad, S. Derrible, T. Eason, and H. Cabezas, 2015, “Using Fisher Information In Big Data”, available on arXiv at http://arxiv.org/abs/1507.00389