On the Use of Transfer Entropy to Investigate the Time Horizon of Causal Influences between Signals
Andrea Murari, Michele Lungaroni, Emmanuele Peluso, Pasquale Gaudio et al. • Entropy
(2018)
Understanding the details of the correlation between time series is an essential step on the route to assessing the causal relation between systems. Traditional statistical indicators, such as the Pearson correlation coefficient and the mut...
DOAJ
Open Access (DOAJ)
DOI:
10.3390/e20090627