Computing algebraic transfer entropy and coupling directions via transcripts

DOI10.1063/1.4967803MaRDI QIDQ4601380zbMATH OpenOpenAlexWikidataFDO

Authors Roberto Monetti, Beata Graff, Grzegorz Graff, José M. Amigó

Publication date 15 January 2018

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.4967803

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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Cites work

• scientific article; zbMATH DE number 3118547 (Why is no real title available?)
• Analyzing multiple nonlinear time series with extended Granger causality
• Causation entropy from symbolic representations of dynamical systems
• Causation entropy identifies indirect influences, dominance of neighbors and anticipatory couplings
• Detecting causality in complex ecosystems
• Dimensional reduction of conditional algebraic multi-information via transcripts
• Forbidden ordinal patterns in higher dimensional dynamics
• Infragranular layers lead information flow during slow oscillations according to information directionality indicators
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Ordinal symbolic analysis and its application to biomedical recordings
• Permutation complexity in dynamical systems. Ordinal patterns, permutation entropy and all that
• Transcripts: An algebraic approach to coupled time series

Cited in

(9)

• Detecting coupling directions with transcript mutual information: a comparative study
• Dimensional reduction of conditional algebraic multi-information via transcripts
• Ordinal synchronization and typical states in high-frequency digital markets
• Information transfer in continuous processes
• Transfer entropy for coupled autoregressive processes
• Detecting directional couplings from multivariate flows by the joint distance distribution
• Transient and equilibrium causal effects in coupled oscillators
• Transcripts: An algebraic approach to coupled time series
• Ordinal methods: concepts, applications, new developments, and challenges -- in memory of Karsten Keller (1961--2022)

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