Information transfer in continuous processes
type: Item
instance of: scholarly article
title: Information transfer in continuous processes
zbMATH Open document ID: 1009.94004
DOI: 10.1016/S0167-2789(02)00432-3
author: A. Kaiser
author: Thomas Schreiber
published in: Physica D
publication date: 2002-07-03T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 94A17
zbMATH DE Number: 1762940
zbMATH Keywords: transfer entropy
zbMATH Keywords: information theoretic functionals
zbMATH Keywords: time series data
reviewed by: Arjun K. Gupta
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1762940