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Backward transfer entropy: Informational measure for detecting hidden Markov models and its interpretations in thermodynamics, gambling and causality
The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer entropy of the backward time series called the backward transf...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Nature Publishing Group
2016
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5104982/ https://www.ncbi.nlm.nih.gov/pubmed/27833120 http://dx.doi.org/10.1038/srep36831 |