Some Thoughts on Symbolic Transfer Entropy
Computational Complexity
2024-09-24 v1 Information Theory
math.IT
Abstract
Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This paper investigates the embedding dimension parameter in symbolic transfer entropy and proposes optimization methods for high complexity in extreme cases with complex data. Additionally, it offers some perspectives on estimation methods for transfer entropy.
Keywords
Cite
@article{arxiv.2409.14745,
title = {Some Thoughts on Symbolic Transfer Entropy},
author = {Dian Jin},
journal= {arXiv preprint arXiv:2409.14745},
year = {2024}
}