Spurious causalities with transfer entropy

Transfer entropy (TE) seems currently to be the most widely used tool to characterize causal influences in ensembles of complex systems from observed time series. In particular, in an elemental case of two systems, nonzero TEs in both directions are usually interpreted as a sign of a bidirectional c...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Physical review. E, Statistical, nonlinear, and soft matter physics Statistical, nonlinear, and soft matter physics, 2013-04, Vol.87 (4), p.042917-042917, Article 042917
1. Verfasser:	Smirnov, Dmitry A
Format:	Artikel
Sprache:	eng
Schlagworte:	Entropy Markov Chains Models, Theoretical
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!