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Specific transfer entropy and other state-dependent transfer entropies for continuous-state input-output systems.
1Department of Military and Emergency Medicine, Uniformed Services University of the Health Sciences, Bethesda, Maryland 20814, USA and The Henry M. Jackson Foundation for the Advancement of Military Medicine, Bethesda, Maryland 20817, USA.
We introduce specific transfer entropy, a new measure for analyzing information transfer in coupled systems. This method offers state- and time-resolved insights, improving upon existing transfer entropy techniques for nonlinear dynamics.
Area of Science:
- Nonlinear dynamics
- Information theory
- Time series analysis
Background:
- Transfer entropy is crucial for quantifying information transfer in coupled systems.
- Existing methods lack a canonical definition for state-dependent transfer entropy.
- Analyzing state- and time-resolved predictive impacts is essential.
Purpose of the Study:
- Introduce a novel measure: specific transfer entropy.
- Compare specific transfer entropy with total and local transfer entropy.
- Develop principled estimation methods for empirical data.
Main Methods:
- Definition and theoretical comparison of specific transfer entropy.
- Development of estimation techniques for empirical time series data.
- Application to two model systems for validation.
Main Results:
- Specific transfer entropy enables state- and time-resolved analysis.
- Proposed estimation methods are effective for empirical data.
- Specific transfer entropy provides richer, more interpretable information than existing methods.
Conclusions:
- Specific transfer entropy is a valuable extension of transfer entropy.
- The proposed methods facilitate robust analysis of complex systems.
- This work advances the study of information flow in nonlinear dynamics.
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