An Introduction to Transfer Entropy: Information Flow in Complex Systems
- This book considers a relatively new measure 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.
- T. Bossomaier, L. Barnett, M. Harré, J.T. Lizier
- Information Theory, Thermodynamics