An Introduction to Transfer Entropy: Information Flow in Complex Systems

✍ Scribed by Terry Bossomaier, Lionel Barnett, Michael Harré, Joseph T. Lizier (auth.)

• Publisher: Springer International Publishing
• Year: 2016
• Tongue: English
• Leaves: 210
• Edition: 1
• Category: Library

✦ Synopsis

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.

✦ Table of Contents

Front Matter....Pages i-xxix
Introduction....Pages 1-10
Statistical Preliminaries....Pages 11-32
Information Theory....Pages 33-63
Transfer Entropy....Pages 65-95
Information Transfer in Canonical Systems....Pages 97-123
Information Transfer in Financial Markets....Pages 125-138
Miscellaneous Applications of Transfer Entropy....Pages 139-165
Concluding Remarks....Pages 167-170
Back Matter....Pages 171-190

✦ Subjects

Artificial Intelligence (incl. Robotics);Appl.Mathematics/Computational Methods of Engineering;Complex Systems;Neurosciences;Theory of Computation;Statistical Physics and Dynamical Systems