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On the Use of Transfer Entropy to Investigate the Time Horizon of Causal Influences between Signals

Understanding the details of the correlation between time series is an essential step on the route to assessing the causal relation between systems. Traditional statistical indicators, such as the Pearson correlation coefficient and the mutual information, have some significant limitations. More rec...

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Detalles Bibliográficos
Autores principales: Murari, Andrea, Lungaroni, Michele, Peluso, Emmanuele, Gaudio, Pasquale, Lerche, Ernesto, Garzotti, Luca, Gelfusa, Michela
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513156/
https://www.ncbi.nlm.nih.gov/pubmed/33265716
http://dx.doi.org/10.3390/e20090627

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