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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Detalles Bibliográficos
Autores principales: Caţaron, Angel, Andonie, Răzvan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512841/
https://www.ncbi.nlm.nih.gov/pubmed/33265413
http://dx.doi.org/10.3390/e20050323

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512841/
https://www.ncbi.nlm.nih.gov/pubmed/33265413
http://dx.doi.org/10.3390/e20050323

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