@inproceedings{38e78be22e90420b86ba821df57ad732,
title = "Improved measure of information flow in coupled nonlinear systems",
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.",
keywords = "Information transfer, Nonlinear dynamics, Statistical and probabilistic modeling, Time series analysis",
author = "Shivkumar Sabesan and Narayanan Krishnamurthi and Awadhesh Prasad and Andreas Spanias and Iasemidis, \{L. D.\}",
year = "2003",
language = "English (US)",
isbn = "0889863377",
series = "Proceedings of the IASTED International Conference on Modelling and Simulation",
pages = "329--333",
editor = "M.H. Hamza and M.H. Hamza",
booktitle = "Proceedings of the IASTED International Conference on Modelling and Simulation",
note = "Proceedings of the IASTED International Conference on Modelling and Simulation ; Conference date: 24-02-2003 Through 26-02-2003",
}