Linearized transfer entropy for continuous second order systems
Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Measures of information, entropy (94A17)
Summary: The transfer entropy has proven a useful measure of coupling among components of a dynamical system. This measure effectively captures the influence of one system component on the transition probabilities (dynamics) of another. The original motivation for the measure was to quantify such relationships among signals collected from a nonlinear system. However, we have found the transfer entropy to also be a useful concept in describing linear coupling among system components. In this work, we derive the analytical transfer entropy for the response of coupled, second order linear systems driven with a Gaussian random process. The resulting expression is a function of the auto- and cross-correlation functions associated with the system response for different degrees-of-freedom. We show clearly that the interpretation of the transfer entropy as a measure of ``information flow is not always valid. In fact, in certain instances the ``flow can appear to switch directions simply by altering the degree of linear coupling. A safer way to view the transfer entropy is as a measure of the ability of a given system component to predict the dynamics of another.
- Information transfer in continuous processes
- Transfer entropy for coupled autoregressive processes
- A rigorous formalism of information transfer between dynamical system components. II. Continuous flow
- Detection of directionality of information transfer in nonlinear dynamical systems
- A rigorous formalism of information transfer between dynamical system components. I. Discrete mapping
- Information transfer in continuous processes
- Transfer entropy coefficient: quantifying level of information flow between financial time series
- Probabilistic analysis of linear-quadratic logistic-type models with hybrid uncertainties via probability density functions
- Detection of directionality of information transfer in nonlinear dynamical systems
- Phase-dynamic causalities within dynamical effects framework
- Deriving pairwise transfer entropy from network structure and motifs
- Causality analysis of large-scale structures in the flow around a wall-mounted square cylinder
- Transfer entropy for coupled autoregressive processes
- A rigorous formalism of information transfer between dynamical system components. II. Continuous flow
- A rigorous formalism of information transfer between dynamical system components. I. Discrete mapping
This page was built for publication: Linearized transfer entropy for continuous second order systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q280496)
