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Transfer Information Energy: A Quantitative Indicator of Information Transfer between Time Series

We introduce an information-theoretical approach for analyzing information transfer between time series. Rather than using the Transfer Entropy (TE), we define and apply the Transfer Information Energy (TIE), which is based on Onicescu’s Information Energy. Whereas the TE can be used as a measure of...

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Bibliografiset tiedot
Julkaisussa:Entropy (Basel)
Päätekijät: Caţaron, Angel, Andonie, Răzvan
Aineistotyyppi: Artigo
Kieli:Inglês
Julkaistu: MDPI 2018
Aiheet:
Linkit:https://ncbi.nlm.nih.gov/pmc/articles/PMC7512841/
https://ncbi.nlm.nih.gov/pubmed/33265413
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e20050323
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