Transfer Information Energy: A Quantitative Indicator of Information Transfer between Time Series
نویسندگان
چکیده
منابع مشابه
Compensated Transfer Entropy as a Tool for Reliably Estimating Information Transfer in Physiological Time Series
We present a framework for the estimation of transfer entropy (TE) under the conditions typical of physiological system analysis, featuring short multivariate time series and the presence of instantaneous causality (IC). The framework is based on recognizing that TE can be interpreted as the difference between two conditional entropy (CE) terms, and builds on an efficient CE estimator that comp...
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ژورنال
عنوان ژورنال: Entropy
سال: 2018
ISSN: 1099-4300
DOI: 10.3390/e20050323