alexa Measuring Information Transfer
Engineering

Engineering

Journal of Telecommunications System & Management

Author(s): Thomas Schreiber

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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 effectively driving and responding elements and to detect asymmetry in the interaction of subsystems.

This article was published in Thomas Schreiber and referenced in Journal of Telecommunications System & Management

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