Computing algebraic transfer entropy and coupling directions via transcripts

DOI10.1063/1.4967803zbMath1378.62054OpenAlexW2551550902WikidataQ39138864 ScholiaQ39138864MaRDI QIDQ4601380

Grzegorz Graff, Beata Graff, Roberto A. Monetti, José María Amigó

Publication date: 15 January 2018

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4967803

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Related Items

Ordinal synchronization and typical states in high-frequency digital markets ⋮ Detecting directional couplings from multivariate flows by the joint distance distribution ⋮ Transient and equilibrium causal effects in coupled oscillators

Cites Work

• Unnamed Item
• Detecting Causality in Complex Ecosystems
• Dimensional reduction of conditional algebraic multi-information via transcripts
• Permutation complexity in dynamical systems. Ordinal patterns, permutation entropy and all that
• Forbidden ordinal patterns in higher dimensional dynamics
• Infragranular layers lead information flow during slow oscillations according to information directionality indicators
• Causation entropy identifies indirect influences, dominance of neighbors and anticipatory couplings
• Analyzing multiple nonlinear time series with extended Granger causality
• Transcripts: An algebraic approach to coupled time series
• Ordinal symbolic analysis and its application to biomedical recordings
• Causation entropy from symbolic representations of dynamical systems
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods