English   español  
Please use this identifier to cite or link to this item: http://hdl.handle.net/10261/133717
Share/Impact:
Statistics
logo share SHARE logo core CORE   Add this article to your Mendeley library MendeleyBASE

Visualizar otros formatos: MARC | Dublin Core | RDF | ORE | MODS | METS | DIDL | DATACITE
Exportar a otros formatos:

Title

Assessing coupling dynamics from an ensemble of time series

AuthorsGómez-Herrero, Germán; Wu, Wei; Rutanen, Kalle; Soriano, Miguel C. ; Pipa, Gordon; Vicente, Raúl
KeywordsTransfer entropy
Time series
Entropy
Trial
Estimator
Ensemble
Issue Date2-Apr-2015
PublisherMultidisciplinary Digital Publishing Institute
CitationEntropy 17: 1958-1970 (2015)
Abstract© 2015 by the authors. Finding interdependency relations between time series provides valuable knowledge about the processes that generated the signals. Information theory sets a natural framework for important classes of statistical dependencies. However, a reliable estimation from information-theoretic functionals is hampered when the dependency to be assessed is brief or evolves in time. Here, we show that these limitations can be partly alleviated when we have access to an ensemble of independent repetitions of the time series. In particular, we gear a data-efficient estimator of probability densities to make use of the full structure of trial-based measures. By doing so, we can obtain time-resolved estimates for a family of entropy combinations (including mutual information, transfer entropy and their conditional counterparts), which are more accurate than the simple average of individual estimates over trials. We show with simulated and real data generated by coupled electronic circuits that the proposed approach allows one to recover the time-resolved dynamics of the coupling between different subsystems.
Publisher version (URL)http://dx.doi.org/10.3390/e17041958
URIhttp://hdl.handle.net/10261/133717
DOI10.3390/e17041958
Identifiersissn: 1099-4300
Appears in Collections:(IFISC) Artículos
Files in This Item:
File Description SizeFormat 
coupling_dynamics_Gomez.pdf709,22 kBAdobe PDFThumbnail
View/Open
Show full item record
Review this work
 

Related articles:


WARNING: Items in Digital.CSIC are protected by copyright, with all rights reserved, unless otherwise indicated.