Information transfer in continuous processes (Q1604169)
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scientific article; zbMATH DE number 1762940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information transfer in continuous processes |
scientific article; zbMATH DE number 1762940 |
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Information transfer in continuous processes (English)
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3 July 2002
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The authors study the concept of transfer entropy, which is constructed to determine the direction of the information flow between two coupled processes. They consider the properties of this concept for continuous processes. In particular it is shown that the transfer entropy is more adequate for the above purpose than mutual information or time-delayed mutual information.
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transfer entropy
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information theoretic functionals
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time series data
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