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Phys Rev Lett. 2000 Jul 10;85(2):461-4.

Measuring information transfer

Author information

1
Max Planck Institute for the Physics of Complex Systems, Nothnitzer Strasse 38, 01187 Dresden, Germany.

Abstract

An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distinguish information that is actually exchanged from shared information due to common history and input signals. In our new approach, these influences are excluded by appropriate conditioning of transition probabilities. The resulting transfer entropy is able to distinguish effectively driving and responding elements and to detect asymmetry in the interaction of subsystems.

PMID:
10991308
DOI:
10.1103/PhysRevLett.85.461

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