scholarly journals Inferring Weighted Directed Association Networks from Multivariate Time Series with the Small-Shuffle Symbolic Transfer Entropy Spectrum Method

Entropy ◽  
2016 ◽  
Vol 18 (9) ◽  
pp. 328 ◽  
Author(s):  
Yanzhu Hu ◽  
Huiyang Zhao ◽  
Xinbo Ai
Keyword(s):  
Time Series ◽  
Multivariate Time Series ◽  
Transfer Entropy ◽  
Entropy Spectrum ◽  
Spectrum Method ◽  
Symbolic Transfer Entropy

scholarly journals Symbolic Information Flow Measurement (SIFM): A Software for Measurement of Information Flow Using Symbolic Analysis

2019 ◽  
Author(s):  
Dhurata Nebiu ◽  
Hiqmet Kamberaj
Keyword(s):  
Dynamical System ◽  
Time Series ◽  
Mutual Information ◽  
Information Flow ◽  
Flow Measurement ◽  
Coarse Graining ◽  
Symbolic Analysis ◽  
Transfer Entropy ◽  
Symbolic Information ◽  
Symbolic Transfer Entropy

AbstractSymbolic Information Flow Measurement software is used to compute the information flow between different components of a dynamical system or different dynamical systems using symbolic transfer entropy. Here, the time series represents the time evolution trajectory of a component of the dynamical system. Different methods are used to perform a symbolic analysis of the time series based on the coarse-graining approach by computing the so-called embedding parameters. Information flow is measured in terms of the so-called average symbolic transfer entropy and local symbolic transfer entropy. Besides, a new measure of mutual information is introduced based on the symbolic analysis, called symbolic mutual information.

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