Measuring Information Transfer

Preprint

19 January 2000

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.nlin/0001042

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 distinguish driving and responding elements and to detect asymmetry in the coupling of subsystems.

Keywords

TRANSITION PROBABILITIES
STATISTICAL COHERENCE
INFORMATION THEORETIC
MUTUAL INFORMATION
THEORETIC MEASURE
TRANSFER ENTROPY
TIME DELAYED
ASYMMETRY

All Related Versions

Version 1, 2000-01-19, ArXiv
Published version: Physical Review Letters, 85 (2), 461.

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