Improved measure of information flow in coupled nonlinear systems

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

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 proceeding › Conference contribution

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 language	English (US)
Title of host publication	Proceedings of the IASTED International Conference on Modelling and Simulation
Editors	M.H. Hamza, M.H. Hamza
Pages	329-333
Number of pages	5
State	Published - Dec 1 2003
Event	Proceedings of the IASTED International Conference on Modelling and Simulation - Palm Springs, CA, United States Duration: Feb 24 2003 → Feb 26 2003

Publication series

Name	Proceedings of the IASTED International Conference on Modelling and Simulation

Other

Other	Proceedings of the IASTED International Conference on Modelling and Simulation
Country/Territory	United States
City	Palm Springs, CA
Period	2/24/03 → 2/26/03

Keywords

Information transfer
Nonlinear dynamics
Statistical and probabilistic modeling
Time series analysis

ASJC Scopus subject areas

Software
Modeling and Simulation
Computer Science Applications

Cite this

Improved measure of information flow in coupled nonlinear systems. / Sabesan, Shivkumar; Krishnamurthi, Narayanan; Prasad, Awadhesh et al.
Proceedings of the IASTED International Conference on Modelling and Simulation. ed. / M.H. Hamza; M.H. Hamza. 2003. p. 329-333 (Proceedings of the IASTED International Conference on Modelling and Simulation).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Sabesan, S, Krishnamurthi, N, Prasad, A, Spanias, A & Iasemidis, LD 2003, Improved measure of information flow in coupled nonlinear systems. in MH Hamza & MH Hamza (eds), Proceedings of the IASTED International Conference on Modelling and Simulation. Proceedings of the IASTED International Conference on Modelling and Simulation, pp. 329-333, Proceedings of the IASTED International Conference on Modelling and Simulation, Palm Springs, CA, United States, 2/24/03.

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author = "Shivkumar Sabesan and Narayanan Krishnamurthi and Awadhesh Prasad and Andreas Spanias and Iasemidis, {L. D.}",

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AU - Prasad, Awadhesh

AU - Spanias, Andreas

AU - Iasemidis, L. D.

PY - 2003/12/1

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N2 - 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.

AB - 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.

KW - Information transfer

KW - Nonlinear dynamics

KW - Statistical and probabilistic modeling

KW - Time series analysis

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M3 - Conference contribution

AN - SCOPUS:1542434220

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T3 - Proceedings of the IASTED International Conference on Modelling and Simulation

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BT - Proceedings of the IASTED International Conference on Modelling and Simulation

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T2 - Proceedings of the IASTED International Conference on Modelling and Simulation

Y2 - 24 February 2003 through 26 February 2003

ER -

Improved measure of information flow in coupled nonlinear systems

Abstract

Publication series

Other

Keywords

ASJC Scopus subject areas

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