1.

Record Nr.

UNINA9910151857903321

Autore

Bossomaier Terry

Titolo

An Introduction to Transfer Entropy : Information Flow in Complex Systems / / by Terry Bossomaier, Lionel Barnett, Michael Harré, Joseph T. Lizier

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016

ISBN

3-319-43222-2

Edizione

[1st ed. 2016.]

Descrizione fisica

1 online resource (XXIX, 190 p. 24 illus., 21 illus. in color.)

Disciplina

006.3

Soggetti

Artificial intelligence

Applied mathematics

Engineering mathematics

Statistical physics

Dynamical systems

Neurosciences

Computers

Artificial Intelligence

Mathematical and Computational Engineering

Complex Systems

Theory of Computation

Statistical Physics and Dynamical Systems

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

Introduction -- Statistical Preliminaries -- Information Theory -- Transfer Entropy -- Information Transfer in Canonical Systems -- Information Transfer in Financial Markets -- Miscellaneous Applications of Transfer Entropy -- Concluding Remarks.

Sommario/riassunto

This book considers a relatively new metric 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. The book will be of value to advanced undergraduate and graduate students and researchers in the areas of computer science, neuroscience, physics, and engineering.