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Measuring Information Transfer

Thomas Schreiber
Phys. Rev. Lett. 85, 461 – Published 10 July 2000
Article has an altmetric score of 15
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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.

  • Received 19 January 2000

DOI:https://doi.org/10.1103/PhysRevLett.85.461

©2000 American Physical Society

Authors & Affiliations

Thomas Schreiber

  • Max Planck Institute for the Physics of Complex Systems, Nöthnitzer Strasse 38, 01187 Dresden, Germany

References

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Issue

Vol. 85, Iss. 2 — 10 July 2000

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