Linearized transfer entropy for continuous second order systems

DOI10.3390/E15083276MaRDI QIDQ280496zbMATH OpenOpenAlexFDO

Authors Frank Bucholtz, Joe V. Michalowicz, J. M. Nichols

Publication date 10 May 2016

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e15083276

zbMATH Keywords

couplingjoint entropytransfer entropy

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Measures of information, entropy (94A17) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

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Cites work

• scientific article; zbMATH DE number 432498 (Why is no real title available?)
• scientific article; zbMATH DE number 3210436 (Why is no real title available?)
• Information transfer in continuous processes
• The Bispectrum and Bicoherence for Quadratically Nonlinear Systems Subject to Non-Gaussian Inputs

Cited in

(10)

• 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
• Causality analysis of large-scale structures in the flow around a wall-mounted square cylinder
• Phase-dynamic causalities within dynamical effects framework
• Information transfer in continuous processes
• A rigorous formalism of information transfer between dynamical system components. I. Discrete mapping
• Transfer entropy for coupled autoregressive processes
• Deriving pairwise transfer entropy from network structure and motifs
• A rigorous formalism of information transfer between dynamical system components. II. Continuous flow

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