Causality detection with matrix-based transfer entropy

DOI10.1016/J.INS.2022.09.037MaRDI QIDQ6205008zbMATH OpenOpenAlexFDO

Authors Wanqi Zhou, Shujian Yu, Badong Chen

Publication date 11 April 2024

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2022.09.037

zbMATH Keywords

causal discoverycomplex causal structurestime series datatransfer entropy

Mathematics Subject Classification ID

Statistics (62-XX) Quantum theory (81-XX)

Recommendations

• Measuring information transfer by dispersion transfer entropy
• Shortcomings of transfer entropy and partial transfer entropy: extending them to escape the curse of dimensionality
• Causality in Time Series: Its Detection and Quantification by Means of Information Theory
• Transfer entropy on symbolic recurrences
• Improving on transfer entropy-based network reconstruction using time-delays: approach and validation

Cites work

• A two-dimensional mapping with a strange attractor
• Causal inference for multivariate stochastic process prediction
• Dynamics from multivariate time series
• scientific article; zbMATH DE number 3173999 (Why is no real title available?)
• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• Independent coordinates for strange attractors from mutual information.
• Infinitely Divisible Matrices
• Information theoretic learning. Renyi's entropy and kernel perspectives
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• Measures of Entropy From Data Using Infinitely Divisible Kernels
• On Estimation of a Probability Density Function and Mode
• The book of why. The new science of cause and effect
• Transfer entropy -- a model-free measure of effective connectivity for the neurosciences

Cited in

(4)

• Two fractional order cumulative residual time series measures based on Rényi entropy
• Transfer entropy on collective motion with undeclared loose leader-follower (LLF) structure
• Structure of transfer entropy
• Functional control of network dynamical systems: an information theoretic approach

This page was built for publication: Causality detection with matrix-based transfer entropy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6205008)