The application of the transfer entropy to gappy time series

被引：8

作者：

Kulp, C. W. ^{[1
]}

Tracy, E. R. ^{[2
]}

机构：

[1] Lycoming Coll, Dept Phys & Astron, Williamsport, PA 17701 USA

[2] Coll William & Mary, Dept Phys, Williamsburg, VA 23187 USA

来源：

PHYSICS LETTERS A | 2009年 / 373卷 / 14期

关键词：

Transfer entropy; Nyquist condition; Harmonic oscillator; Gappy time series;

D O I：

10.1016/j.physleta.2009.02.009

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

The application of the transfer entropy to gappy symbolic time series is discussed. Although the transfer entropy can fail to correctly identify the drive-response relationship, it Is able to robustly detect phase relationships. Hence, it might still be of use in applications requiring the detection of changes in these relationships. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：1261 / 1267

页数：7

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