Causal Inference in Time Series in Terms of Rényi Transfer Entropy
Uncovering causal interdependencies from observational data is one of the great challenges of a nonlinear time series analysis. In this paper, we discuss this topic with the help of an information-theoretic concept known as Rényi’s information measure. In particular, we tackle the directional inform...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-06-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/7/855 |