An Introduction to Transfer Entropy Information Flow in Complex Systems /

• Κύριοι συγγραφείς: Bossomaier, Terry (Συγγραφέας), Barnett, Lionel (Συγγραφέας), Harré, Michael (Συγγραφέας), Lizier, Joseph T. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Θέματα: Computer science.; Neurosciences.; Computers.; Artificial intelligence.; System theory.; Applied mathematics.; Engineering mathematics.; Computer Science.; Artificial Intelligence (incl. Robotics).; Appl.Mathematics/Computational Methods of Engineering.; Complex Systems.; Theory of Computation.; Statistical Physics and Dynamical Systems.

This book considers a relatively new metric in complex systems, transfer entropy, derived from a series of measurements, usually a time series. After a qualitative introduction and a chapter that explains the key ideas from statistics required to understand the text, the authors then present informa...

Πίνακας περιεχομένων:

• Introduction
• Statistical Preliminaries
• Information Theory
• Transfer Entropy
• Information Transfer in Canonical Systems
• Information Transfer in Financial Markets
• Miscellaneous Applications of Transfer Entropy
• Concluding Remarks.