Direct coupling information measure from non-uniform embedding

@article{Kugiumtzis2013DirectCI,
  title={Direct coupling information measure from non-uniform embedding},
  author={Dimitris Kugiumtzis},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2013},
  volume={87 6},
  pages={
          062918
        }
}
A measure to estimate the direct and directional coupling in multivariate time series is proposed. The measure is an extension of a recently published measure of conditional mutual information from mixed embedding (MIME) for bivariate time series. In the proposed measure of partial MIME (PMIME), the embedding is on all observed variables and it is optimized in explaining the response variable. It is shown that PMIME detects correctly direct coupling and outperforms the (linear) conditional… CONTINUE READING

Citations

Publications citing this paper.
SHOWING 1-10 OF 50 CITATIONS

Interactions between pathgogens

VIEW 5 EXCERPTS
CITES METHODS
HIGHLY INFLUENCED

Optimal model-free prediction from multivariate time series.

  • Physical review. E, Statistical, nonlinear, and soft matter physics
  • 2015
VIEW 7 EXCERPTS
CITES METHODS & BACKGROUND
HIGHLY INFLUENCED

MuTE: A new Matlab toolbox for estimating the multivariate Transfer entropy in physiological variability series

  • 2014 8th Conference of the European Study Group on Cardiovascular Oscillations (ESGCO)
  • 2014
VIEW 10 EXCERPTS
CITES METHODS & BACKGROUND
HIGHLY INFLUENCED

FILTER CITATIONS BY YEAR

2013
2019

CITATION STATISTICS

  • 9 Highly Influenced Citations

  • Averaged 7 Citations per year from 2017 through 2019

References

Publications referenced by this paper.
SHOWING 1-10 OF 23 REFERENCES

Physical Review E 82

I. Vlachos, D. Kugiumtzis
  • 016207
  • 2010
VIEW 8 EXCERPTS
HIGHLY INFLUENTIAL

PLoS ONE 8

M. Wibral, N. Pampu, +5 authors R. Vicente
  • e55809
  • 2013
VIEW 1 EXCERPT

International Journal of Bifurcation and Chaos 22

A. Papana, D. Kugiumtzis, P. G. Larsson
  • 1250222
  • 2012
VIEW 2 EXCERPTS

Physical Review E 86

D. Chicharro, A. Ledberg
  • 041901
  • 2012

Physical Review E 86

J. Runge, J. Heitzig, N. Marwan, J. Kurths
  • 061121
  • 2012
VIEW 2 EXCERPTS

Physical Review Letters 108

J. Runge, J. Heitzig, V. Petoukhov, J. Kurths
  • 258701
  • 2012

Science 338

G. Sugihara, R. May, +4 authors S. Munch
  • 496
  • 2012
VIEW 1 EXCERPT

Scientific Reports 2

M. Zanin, P. Sousa, +5 authors S. Boccaletti
  • 630
  • 2012
VIEW 1 EXCERPT

and S

D. Marinazzo, M. Pellicoro
  • Stramaglia, Computational and Mathematical Methods in Medicine 2012
  • 2012

Physical Review E 83

A. Papana, D. Kugiumtzis, P. G. Larsson
  • 036207
  • 2011