Transfer mutual information: A new method for measuring information transfer to the interactions of time series

DOI10.1016/j.physa.2016.10.027zbMath1400.94104OpenAlexW2531755977MaRDI QIDQ1620258

Pengjian Shang, Aijing Lin, Xiaojun Zhao

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2016.10.027

zbMATH Keywords

nonlinear time series analysisinformation flowpartial mutual informationtransfer mutual information

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of information, entropy (94A17)

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