An Introduction to Transfer Entropy
Springer International Publishing (Verlag)
978-3-319-43221-2 (ISBN)
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.
Introduction.- Statistical Preliminaries.- Information Theory.- Transfer Entropy.- Information Transfer in Canonical Systems.- Information Transfer in Financial Markets.- Miscellaneous Applications of Transfer Entropy.- Concluding Remarks.
| Erscheinungsdatum | 03.12.2016 |
|---|---|
| Zusatzinfo | XXIX, 190 p. 24 illus., 21 illus. in color. |
| Verlagsort | Cham |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Themenwelt | Informatik ► Theorie / Studium ► Künstliche Intelligenz / Robotik |
| Schlagworte | Appl.Mathematics/Computational Methods of Engineer • artificial intelligence (incl. robotics) • Artificial Life • Causality • Cellular Automata • Complex Systems • Computer Science • Entropy • Financial Markets • Flocking Behavior • information flow • Information Theory • Markov Processes • Neuroscience • Neurosciences • Probability Theory • Random Boolean Networks • Spin Models • Statistical Physics, Dynamical Systems and Complex • Statistics • swarming • Theory of Computation • Time Series • Transfer entropy |
| ISBN-10 | 3-319-43221-4 / 3319432214 |
| ISBN-13 | 978-3-319-43221-2 / 9783319432212 |
| Zustand | Neuware |
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