Improved measure of information flow in coupled nonlinear systems

Shivkumar Sabesan, Narayanan Krishnamurthi, Awadhesh Prasad, Andreas Spanias, L. D. Iasemidis

Research output: Chapter in Book/Report/Conference proceedingConference contribution

11 Scopus citations

Abstract

A recently proposed measure, namely transfer entropy, is used to estimate the statistical dependence and direction of information flow between coupled systems. In this study, we suggest improvements in the selection of the parameters that significantly enhance the robustness of this measure in identifying the direction of information flow and quantifying the level of interaction between two observed data series. We demonstrate the potential usefulness of this method with simulation examples and show the statistical significance of the results using surrogate data.

Original languageEnglish (US)
Title of host publicationProceedings of the IASTED International Conference on Modelling and Simulation
EditorsM.H. Hamza, M.H. Hamza
Pages329-333
Number of pages5
StatePublished - Dec 1 2003
EventProceedings of the IASTED International Conference on Modelling and Simulation - Palm Springs, CA, United States
Duration: Feb 24 2003Feb 26 2003

Publication series

NameProceedings of the IASTED International Conference on Modelling and Simulation

Other

OtherProceedings of the IASTED International Conference on Modelling and Simulation
CountryUnited States
CityPalm Springs, CA
Period2/24/032/26/03

Keywords

  • Information transfer
  • Nonlinear dynamics
  • Statistical and probabilistic modeling
  • Time series analysis

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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