Nonlinear time series analysis: Measuring information transport
نویسنده
چکیده
Many dynamical phenomena in nature as well as in technological applications involve nonlinear behaviour as an essential ingredient. This fact is reflected by recent developments in time series analysis. Rather than attempting to give a comprehensive review in this limited space, I will report on one example of a novel method that can take nonlinearity into account without assuming determinism. Qualitative as well as quantitative insights can be gained on the structure of a system from an understanding of the information flow between components.
منابع مشابه
Measuring information transport
Many dynamical phenomena in nature as well as in technological applications involve nonlinear behaviour as an essential ingredient. This fact is reflected by recent developments in time series analysis. Specifically, I will report on one example of a novel method that can take nonlinearity into account without assuming determinism. Qualitative as well as quantitative insights can be gained on t...
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