An introduction to transfer entropy : information flow in complex systems
Author(s)
Bibliographic Information
An introduction to transfer entropy : information flow in complex systems
Springer, c2016
- : pbk
Available at / 6 libraries
-
No Libraries matched.
- Remove all filters.
Note
Other authors: Lionel Barnett, Michael Harré, Joseph T. Lizier
Includes bibliographical references (p. 171-186) and index
Description and Table of Contents
Description
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 information theory and transfer entropy in depth. A key feature of the approach is the authors' work to show the relationship between information flow and complexity. The later chapters demonstrate information transfer in canonical systems, and applications, for example in neuroscience and in finance.
The book will be of value to advanced undergraduate and graduate students and researchers in the areas of computer science, neuroscience, physics, and engineering.
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.
by "Nielsen BookData"
