Transfer Entropy

Statistical relationships among the variables of a complex system reveal a lot about its physical behavior. Therefore, identification of the relevant variables and characterization of their interactions are crucial for a better understanding of a complex system. Linear methods, such as correlation,...

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Autor principal:	Deniz Gençağa (Ed.)
Format:	Online
Idioma:	anglès
Publicat:	MDPI - Multidisciplinary Digital Publishing Institute 2021
Matèries:	T58.5-58.64 statistical signal processing entropy estimation nonlinear interactions data mining machine learning information-theoretic quantities causality information flow entropy correlation statistical dependency information-theory transfer entropy causal relationships mutual information Granger causality interacting subsystems thema EDItEUR::K Economics, Finance, Business and Management::KN Industry and industrial studies::KNT Media, entertainment, information and communication industries::KNTX Information technology industries
Accés en línia:	27499
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Transfer Entropy

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