Number of the records: 1
Inferring the Directionality of Coupling with Conditional Mutual Information
- 1.
SYSNO ASEP 0306617 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Inferring the Directionality of Coupling with Conditional Mutual Information Title Odhad směrovosti vazby pomocí podmíněné vzájemné informace Author(s) Vejmelka, Martin (UIVT-O) SAI, RID, ORCID
Paluš, Milan (UIVT-O) RID, SAI, ORCIDSource Title Physical Review E. - : American Physical Society - ISSN 1539-3755
Roč. 77, - (2008), Art.no.-026214Number of pages 12 s. Language eng - English Country US - United States Keywords directionality ; chaotic oscillators ; time series analysis ; information theory ; phase dynamics Subject RIV BB - Applied Statistics, Operational Research CEZ AV0Z10300504 - UIVT-O (2005-2011) UT WOS 000253763800033 EID SCOPUS 40549145872 DOI 10.1103/PhysRevE.77.026214 Annotation Uncovering the directionality of coupling is a significant step in understanding drive-response relationships in complex systems. In this paper, we discuss a nonparametric method for detecting the directionality of coupling based on the estimation of information theoretic functionals. We consider several different methods for estimating conditional mutual information. The behavior of each estimator with respect to its free parameter is shown using a linear model where an analytical estimate of conditional mutual information is available. Numerical experiments in detecting coupling directionality are performed using chaotic oscillators, where the influence of the phase extraction method and relative frequency ratio is investigated. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2008
Number of the records: 1