Transfer entropy for coupled autoregressive processes

DOI10.3390/e15030767zbMath1325.94046OpenAlexW1984511225MaRDI QIDQ742673

Shawn D. Pethel, Daniel W. Hahs

Publication date: 19 September 2014

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e15030767

zbMATH Keywords

Gaussian processautoregressive processtransfer entropyinformation transfer

Mathematics Subject Classification ID

Gaussian processes (60G15) Measures of association (correlation, canonical correlation, etc.) (62H20) Information theory (general) (94A15)

Related Items (5)

Transfer entropy coefficient: quantifying level of information flow between financial time series ⋮ Nonlinear transformation on the transfer entropy of financial time series ⋮ The extended Granger causality analysis for Hodgkin–Huxley neuronal models ⋮ Deriving pairwise transfer entropy from network structure and motifs ⋮ An information-theoretic approach to study spatial dependencies in small datasets

Cites Work

• Unnamed Item
• Information transfer in continuous processes
• INFORMATION FLOWS IN CAUSAL NETWORKS

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