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Environmental Sciences

2015

Transfer entropy

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Full-Text Articles in Physics

A Recipe For The Estimation Of Information Flow In A Dynamical System, Deniz Gencaga, Kevin H. Knuth, William B. Rossow Jan 2015

A Recipe For The Estimation Of Information Flow In A Dynamical System, Deniz Gencaga, Kevin H. Knuth, William B. Rossow

Publications and Research

Information-theoretic quantities, such as entropy and mutual information (MI), can be used to quantify the amount of information needed to describe a dataset or the information shared between two datasets. In the case of a dynamical system, the behavior of the relevant variables can be tightly coupled, such that information about one variable at a given instance in time may provide information about other variables at later instances in time. This is often viewed as a flow of information, and tracking such a flow can reveal relationships among the system variables. Since the MI is a symmetric quantity; an asymmetric …