Cargando…
Estimating Conditional Transfer Entropy in Time Series Using Mutual Information and Nonlinear Prediction
We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of new information and improvement of the prediction accuracy...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2020
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597255/ https://www.ncbi.nlm.nih.gov/pubmed/33286893 http://dx.doi.org/10.3390/e22101124 |