Redundancy
where
is the Entropy and 
is the joint Entropy. Linear redundancy is defined as
where
are Eigenvalues of the correlation matrix.See also Predictability
References
Fraser, A. M. ``Reconstructing Attractors from Scalar Time Series: A Comparison of Singular System and Redundancy Criteria.'' Phys. D 34, 391-404, 1989. Palus, M. ``Identifying and Quantifying Chaos by Using Information-Theoretic Functionals.'' In Time Series Prediction: Forecasting the Future and Understanding the Past (Ed. A. S. Weigend and N. A. Gerschenfeld). Proc. NATO Advanced Research Workshop on Comparative Time Series Analysis held in Sante Fe, NM, May 14-17, 1992. Reading, MA: Addison-Wesley, pp. 387-413, 1994.
- Length Distribution Function
- Length (Number)
- Length (Partial Order)
- Length (Size)
- Lengyel's Constant
- Lens
- Lens Space
- Lenstra Elliptic Curve Method
- Leonardo's Paradox
- Leptokurtic
- Lerch's Theorem
- Lerch Transcendent
- Less
- L-Estimate
- Letter-Value Display
- Leudesdorf Theorem
- Level Curve
- Level Set
- Level Surface
- Leviathan Number
- Levi-Civita Density
- Levi-Civita Symbol
- Levi-Civita Tensor
- Levine-O'Sullivan Greedy Algorithm
- Levine-O'Sullivan Sequence