Published March 23, 2009
| Version v1
Journal article
The application of the transfer entropy to gappy time series
Creators
- 1. Department of Physics and Astronomy, Lycoming College, Williamsport, PA 17701 (United States)
- 2. Department of Physics, The College of William and Mary, Williamsburg, VA 23187-8795 (United States)
Description
The application of the transfer entropy to gappy symbolic time series is discussed. Although the transfer entropy can fail to correctly identify the drive-response relationship, it is able to robustly detect phase relationships. Hence, it might still be of use in applications requiring the detection of changes in these relationships
Availability note (English)
Available from http://dx.doi.org/10.1016/j.physleta.2009.02.009Additional details
Identifiers
- DOI
- 10.1016/j.physleta.2009.02.009;
- PII
- S0375-9601(09)00174-1;
Publishing Information
- Journal Title
- Physics Letters. A
- Journal Volume
- 373
- Journal Issue
- 14
- Journal Page Range
- p. 1261-1267
- ISSN
- 0375-9601
- CODEN
- PYLAAG
INIS
- Country of Publication
- Netherlands
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 40056217
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; S99: GENERAL AND MISCELLANEOUS;
- Descriptors DEI
- DETECTION; ENTROPY; HARMONIC OSCILLATORS; TIME DEPENDENCE; TIME-SERIES ANALYSIS
- Descriptors DEC
- MATHEMATICS; PHYSICAL PROPERTIES; STATISTICS; THERMODYNAMIC PROPERTIES
Optional Information
- Copyright
- Copyright (c) 2009 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.