Transfer Information Energy: A Quantitative Indicator of Information Transfer between Time Series
We introduce an information-theoretical approach for analyzing information transfer between time series. Rather than using the Transfer Entropy (TE), we define and apply the Transfer Information Energy (TIE), which is based on Onicescu’s Information Energy. Whereas the TE can be used as a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-04-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/20/5/323 |