how can I compute MI (mutual information) for two time series?

Hello all

I have two excel files (both 660x1) and I want to calculate MI between them so I can asses the relation between these two time series

How can I do that? (MATLAB R2022b)

Answer 1

[Walter Roberson]

https://www.mathworks.com/matlabcentral/fileexchange/13289-fast-mutual-information-of-two-images-or-signals

https://www.mathworks.com/matlabcentral/fileexchange/28694-mutual-information

https://www.mathworks.com/matlabcentral/fileexchange/109600-mutual-information

[Mir Sahand]

Thanks Mr Roberston

Have you ever worked with one of the codes you have mentioned? which one provides better results?

[Walter Roberson]

I have never worked with any of those packages.