DOAJ Open Access 2018

On the Use of Transfer Entropy to Investigate the Time Horizon of Causal Influences between Signals

Andrea Murari Michele Lungaroni Emmanuele Peluso Pasquale Gaudio Ernesto Lerche +3 lainnya

Lihat Sumber DOI

Abstrak

Understanding the details of the correlation between time series is an essential step on the route to assessing the causal relation between systems. Traditional statistical indicators, such as the Pearson correlation coefficient and the mutual information, have some significant limitations. More recently, transfer entropy has been proposed as a powerful tool to understand the flow of information between signals. In this paper, the comparative advantages of transfer entropy, for determining the time horizon of causal influence, are illustrated with the help of synthetic data. The technique has been specifically revised for the analysis of synchronization experiments. The investigation of experimental data from thermonuclear plasma diagnostics proves the potential and limitations of the developed approach.

Topik & Kata Kunci

Science Astrophysics Physics

Penulis (8)

Andrea Murari

Michele Lungaroni

Emmanuele Peluso

Pasquale Gaudio

Ernesto Lerche

Luca Garzotti

Michela Gelfusa

JET Contributors

Format Sitasi

APA MLA BibTeX

Murari, A., Lungaroni, M., Peluso, E., Gaudio, P., Lerche, E., Garzotti, L. et al. (2018). On the Use of Transfer Entropy to Investigate the Time Horizon of Causal Influences between Signals. https://doi.org/10.3390/e20090627

Akses Cepat

Lihat di Sumber doi.org/10.3390/e20090627

Informasi Jurnal

Tahun Terbit: 2018
Sumber Database: DOAJ
DOI: 10.3390/e20090627
Akses: Open Access ✓