Bossomaier / Barnett / Harré An Introduction to Transfer Entropy

Information Flow in Complex Systems
1. Auflage 2016
ISBN: 978-3-319-43222-9
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 190 Seiten, eBook

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.

Zielgruppe

Research

Autoren/Hrsg.

Bossomaier, Terry

Barnett, Lionel

Harré, Michael

Lizier, Joseph T.

Inhaltsverzeichnis

Introduction.- Statistical Preliminaries.- Information Theory.- Transfer Entropy.- Information Transfer in Canonical Systems.- Information Transfer in Financial Markets.- Miscellaneous Applications of Transfer Entropy.- Concluding Remarks.