An Introduction to Transfer Entropy Information Flow in Complex Systems

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 informa...

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Bibliographic Details
Main Authors: Bossomaier, Terry, Barnett, Lionel (Author), Harré, Michael (Author), Lizier, Joseph T. (Author)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2016, 2016
Edition:1st ed. 2016
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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245 0 0 |a An Introduction to Transfer Entropy  |h Elektronische Ressource  |b Information Flow in Complex Systems  |c by Terry Bossomaier, Lionel Barnett, Michael Harré, Joseph T. Lizier 
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260 |a Cham  |b Springer International Publishing  |c 2016, 2016 
300 |a XXIX, 190 p. 24 illus., 21 illus. in color  |b online resource 
505 0 |a Introduction -- Statistical Preliminaries -- Information Theory -- Transfer Entropy -- Information Transfer in Canonical Systems -- Information Transfer in Financial Markets -- Miscellaneous Applications of Transfer Entropy -- Concluding Remarks 
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653 |a Complex Systems 
653 |a Computer science 
653 |a Engineering mathematics 
653 |a Neurosciences 
653 |a Artificial Intelligence 
653 |a System theory 
653 |a Engineering—Data processing 
653 |a Artificial intelligence 
653 |a Mathematical physics 
653 |a Theory of Computation 
653 |a Theoretical, Mathematical and Computational Physics 
653 |a Mathematical and Computational Engineering Applications 
700 1 |a Barnett, Lionel  |e [author] 
700 1 |a Harré, Michael  |e [author] 
700 1 |a Lizier, Joseph T.  |e [author] 
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520 |a 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