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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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Detalhes bibliográficos
Publicado no:Entropy (Basel)
Main Authors: Caţaron, Angel, Andonie, Răzvan
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI 2018
Assuntos:
Acesso em linha: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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