Measuring Information Transfer
Abstract
An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared information due to common history and input signals. In our new approach, these influences are excluded by appropriate conditioning of transition probabilities. The resulting transfer entropy is able to...
Paper Details
Title
Measuring Information Transfer
Published Date
Jul 10, 2000
Journal
Volume
85
Issue
2
Pages
461 - 464
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Notes
History