[Solved]: Time series probability and mutual information

Problem Detail: 

There is a time series of say $100$ data points. I wish to assign symbols of $0, 1, 2$ for each unique data point. The issue is I have tried but got stuck since no matter I specify the symbols, the program just outputs probability of $1$'s and $0$'s. The following are the questions:

1. How to find probability or correct my code so that it outputs probablities when number of symbols size > 2?
2. How to calculate entropy annd mutual information for this case. I don't know although I have read Matlab's entropy calculation Mutual Information & Entropy but alas cannot follow how to apply in this case.

Asked By : user1214586

Answered By : Xodarap

Entropy is, in your case

probs = [p_0 p_1 p_2]; logProb = log(probs); entropy = -1 * dot(probs, logProb); 

You'll have to let us know what two random variables you want to calculate the mutual information of, but with your library it looks like you just need to call mutualinfo(vec1,vec2).

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Question Source : http://cs.stackexchange.com/questions/2688