Transfer entropy rate through Lempel-Ziv complexity.

The transfer entropy and the transfer entropy rate are closely related concepts that measure information exchange between two dynamical systems. These measures allow us to study linear and nonlinear causality relations and can be estimated through the use of different methodologies. However, some of them assume a data model and/or are computationally expensive. This article depicts a methodology to estimate the transfer entropy rate between two systems through the Lempel-Ziv complexity. This methodology offers a set of advantages: It estimates the transfer entropy rate from two single discrete series of measures, it is not computationally expensive, and it does not assume any data model. The simulation results over three different unidirectional coupled dynamical systems suggest that this methodology can be used to assess the direction and strength of the information flow between systems. Moreover, it provides good estimations for short-length time series.

• Publication year

  2019

• Venue

  Physical Review E

• Publication date

  2019-03-18

• Fields of study

  Mathematics, Physics, Computer Science, Medicine

• Identifiers
  DOI 10.1103/PHYSREVE.101.052117arXiv 1903.07720PMID 32575311
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar, PubMed

• No claims are published for this paper.

• No concepts are published for this paper.

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