An Introduction to Transfer Entropy Information Flow in Complex Systems /

• Main Authors: Bossomaier, Terry (Author), Barnett, Lionel (Author), Harré, Michael (Author), Lizier, Joseph T. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Subjects: 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...

Table of Contents:

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