Transfer Entropy

被引：15

作者：

Gencaga, Deniz ^{[1
]}

机构：

[1] Antalya Bilim Univ, Dept Elect & Elect Engn, TR-07190 Antalya, Turkey

来源：

ENTROPY | 2018年 / 20卷 / 04期

关键词：

transfer entropy; causal relationships; entropy estimation; statistical dependency; nonlinear interactions; interacting subsystems; information-theory; Granger causality; mutual information; machine learning; data mining; TIME-SERIES; INFORMATION-FLOW; DYNAMICS; NETWORK;

D O I：

10.3390/e20040288

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

引用

页数：4

共 16 条

[1] Inferring a Drive-Response Network from Time Series of Topological Measures in Complex Networks with Transfer Entropy [J].

Ai, Xinbo .

ENTROPY, 2014, 16 (11) :5753-5776

[2] The Relation between Granger Causality and Directed Information Theory: A Review [J].

Amblard, Pierre-Olivier ;

Michel, Olivier J. J. .

ENTROPY, 2013, 15 (01) :113-143

[3] Compensated Transfer Entropy as a Tool for Reliably Estimating Information Transfer in Physiological Time Series [J].

Faes, Luca ;

Nollo, Giandomenico ;

Porta, Alberto .

ENTROPY, 2013, 15 (01) :198-219

[4] A Recipe for the Estimation of Information Flow in a Dynamical System [J].

Gencaga, Deniz ;

Knuth, Kevin H. ;

Rossow, William B. .

ENTROPY, 2015, 17 (01) :438-470

[5] Assessing Coupling Dynamics from an Ensemble of Time Series [J].

Gomez-Herrero, German ;

Wu, Wei ;

Rutanen, Kalle ;

Soriano, Miguel C. ;

Pipa, Gordon ;

Vicente, Raul .

ENTROPY, 2015, 17 (04) :1958-1970

[6] Transfer Entropy for Coupled Autoregressive Processes [J].

Hahs, Daniel W. ;

Pethel, Shawn D. .

ENTROPY, 2013, 15 (03) :767-788

[7] Transfer Entropy Expressions for a Class of Non-Gaussian Distributions [J].

Jafari-Mamaghani, Mehrdad ;

Tyrcha, Joanna .

ENTROPY, 2014, 16 (03) :1743-1755

[8] Risk Contagion in Chinese Banking Industry: A Transfer Entropy-Based Analysis [J].

Li, Jianping ;

Liang, Changzhi ;

Zhu, Xiaoqian ;

Sun, Xiaolei ;

Wu, Dengsheng .

ENTROPY, 2013, 15 (12) :5549-5564

[9] The Liang-Kleeman Information Flow: Theory and Applications [J].

Liang, X. San .

ENTROPY, 2013, 15 (01) :327-360

[10] Moving Frames of Reference, Relativity and Invariance in Transfer Entropy and Information Dynamics [J].

Lizier, Joseph T. ;

Mahoney, John R. .

ENTROPY, 2013, 15 (01) :177-197

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