Computing algebraic transfer entropy and coupling directions via transcripts - Publikacja - MOST Wiedzy


Computing algebraic transfer entropy and coupling directions via transcripts


Most random processes studied in nonlinear time series analysis take values on sets endowed with a group structure, e.g., the real and rational numbers, and the integers. This fact allows to associate with each pair of group elements a third element, called their transcript, which is defined as the product of the second element in the pair times the first one. The transfer entropy of two such processes is called algebraic transfer entropy. It measures the information transferred between two coupled processes whose values belong to a group. In this paper, we show that, subject to one constraint, the algebraic transfer entropy matches the (in general, conditional) mutual information of certain transcripts with one variable less. This property has interesting practical applications, especially to the analysis of short time series. We also derive weak conditions for the 3-dimensional algebraic transfer entropy to yield the same coupling direction as the corresponding mutual information of transcripts. A related issue concerns the use of mutual information of transcripts to determine coupling directions in cases where the conditions just mentioned are not fulfilled. We checked the latter possibility in the lowest dimensional case with numerical simulations and cardiovascular data, and obtained positive results.


  • 5


  • 6

    Web of Science

  • 5


Cytuj jako

Autorzy (4)

Pełna treść

pełna treść publikacji nie jest dostępna w portalu

Informacje szczegółowe

Publikacja w czasopiśmie
artykuł w czasopiśmie wyróżnionym w JCR
Opublikowano w:
CHAOS nr 26, wydanie 113115, strony 1 - 12,
ISSN: 1054-1500
Rok wydania:
Opis bibliograficzny:
Amigó J., Monetti R., Graff B., Graff G.: Computing algebraic transfer entropy and coupling directions via transcripts// CHAOS. -Vol. 26, iss. 113115 (2016), s.1-12
Cyfrowy identyfikator dokumentu elektronicznego (otwiera się w nowej karcie) 10.1063/1.4967803
Politechnika Gdańska

wyświetlono 25 razy

Publikacje, które mogą cię zainteresować

Meta Tagi