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Transfer entropy

Transfer entropy is a non-parametric statistic measuring the amount of directed (time-asymmetric) transfer of information between two random… (More)
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2000-2018
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Autoregressive modelC++Causal inferenceConditional mutual information
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Broader (1)

Causality

Related mentions per year

Related mentions per year

1936-2019
19401960198020002020
Transfer entropy
MATLAB
Causality
Java
Entropy
Autoregressive model

Papers overview

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2014
2014
Accelerating transfer entropy computation
Transfer entropy is a measure of information transfer between two time series. It is an asymmetric measure based on entropy… (More)
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2013
2013
On Thermodynamic Interpretation of Transfer Entropy
We propose a thermodynamic interpretation of transfer entropy near equilibrium, using a specialised Boltzmann’s principle. The… (More)
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2013
2013
Partial Transfer Entropy on Rank Vectors
For the evaluation of information flow in bivariate time series, information measures have been employed, such as the transfer… (More)
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Highly Cited
2010
Highly Cited
2010
Transfer entropy—a model-free measure of effective connectivity for the neurosciences
Understanding causal relationships, or effective connectivity, between parts of the brain is of utmost importance because a large… (More)
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2010
2010
Transfer Entropy on Rank Vectors
Transfer entropy (TE) is a popular measure of information flow found to perform consistently well in different settings. Symbolic… (More)
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2009
2009
Improvement of Symbolic Transfer Entropy
A number of measures have been proposed for the direction of the coupling between two time series, and transfer entropy (TE) has… (More)
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Highly Cited
2007
Highly Cited
2007
Finding the Direction of Disturbance Propagation in a Chemical Process Using Transfer Entropy
In continuous chemical processes, variations of process variables usually travel along propagation paths in the direction of the… (More)
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2007
2007
Inferring Gene Regulatory Networks from Microarray Time Series Data Using Transfer Entropy
Reverse engineering of gene regulatory networks from microarray time series data has been a challenging problem due to the limit… (More)
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2005
2005
Transfer Entropy Analysis of the Stock Market
In terms of transfer entropy, we investigate the strength and the direction of information transfer in the US stock market… (More)
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Highly Cited
2000
Highly Cited
2000
Measuring information transfer
An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The… (More)
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