Symbolic transfer entropy rate is equal to transfer entropy rate for bivariate finite-alphabet stationary ergodic Markov processes
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چکیده
منابع مشابه
Symbolic transfer entropy rate is equal to transfer entropy rate for bivariate finite-alphabet stationary ergodic Markov processes
Transfer entropy is a measure of the magnitude and the direction of information flow between jointly distributed stochastic processes. In recent years, its permutation analogues are considered in the literature to estimate the transfer entropy by counting the number of occurrences of orderings of values, not the values themselves. It has been suggested that the method of permutation is easy to ...
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ژورنال
عنوان ژورنال: The European Physical Journal B
سال: 2013
ISSN: 1434-6028,1434-6036
DOI: 10.1140/epjb/e2013-30721-4