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Towards a Framework for Observational Causality from Time Series: When Shannon Meets Turing
We propose a tensor based approach to infer causal structures from time series. An information theoretical analysis of transfer entropy (TE) shows that TE results from transmission of information over a set of communication channels. Tensors are the mathematical equivalents of these multichannel cau...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516903/ https://www.ncbi.nlm.nih.gov/pubmed/33286199 http://dx.doi.org/10.3390/e22040426 |