Contribution to Transfer Entropy Estimation via the k-Nearest-Neighbors Approach
This paper deals with the estimation of transfer entropy based on the k-nearest neighbors (k-NN) method. To this end, we first investigate the estimation of Shannon entropy involving a rectangular neighboring region, as suggested in already existing literature, and develop two kinds of entropy estim...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2015-06-01
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Series: | Entropy |
Subjects: | |
Online Access: | http://www.mdpi.com/1099-4300/17/6/4173 |