Correlation based on binary events

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Sam Da
Sam Da on 31 Jan 2013
I have a system with 5 components. Every 10 seconds the signal travels to all of them and I know how many of them responded. I need to know there there is a correlation in response. So, my time series data looks something like:
A B C D E
-----------------------
1 0 1 1 1
1 1 1 1 1
1 0 0 0 1
1 0 1 0 1
............ there are about 10,000 rows
Can I use a simple correlation function to see if there is correlation between occurrences of the above 5. Or is there a better way for this?
Thanks guys

Answers (1)

Shashank Prasanna
Shashank Prasanna on 31 Jan 2013
I suppose there are many ways to quantify, but you could try to compute the Mutual Information which gives a measure of the average amount of decrease of the randomness of say A by observing B.
  2 Comments
Sam Da
Sam Da on 31 Jan 2013
Please explain what do you mean by above?
Thanks
Shashank Prasanna
Shashank Prasanna on 31 Jan 2013
This metric may or may not applicable to your use case but wikipedia has more information on what I am talking about:

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