Article ID Journal Published Year Pages File Type
1862242 Physics Letters A 2009 7 Pages PDF
Abstract

The application of the transfer entropy to gappy symbolic time series is discussed. Although the transfer entropy can fail to correctly identify the drive–response relationship, it is able to robustly detect phase relationships. Hence, it might still be of use in applications requiring the detection of changes in these relationships.

Keywords
Related Topics
Physical Sciences and Engineering Physics and Astronomy Physics and Astronomy (General)
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The application of the transfer entropy to gappy time series
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