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On the Use of Transfer Entropy to Investigate the Time Horizon of Causal Influences between Signals
Uppsala University, Disciplinary Domain of Science and Technology, Physics, Department of Physics and Astronomy, Applied Nuclear Physics.
Uppsala University, Disciplinary Domain of Science and Technology, Physics, Department of Physics and Astronomy, Applied Nuclear Physics.
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Number of Authors: 12292018 (English)In: Entropy, ISSN 1099-4300, E-ISSN 1099-4300, Vol. 20, no 9, article id 627Article in journal (Refereed) Published
Abstract [en]

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 mutual information, have some significant limitations. More recently, transfer entropy has been proposed as a powerful tool to understand the flow of information between signals. In this paper, the comparative advantages of transfer entropy, for determining the time horizon of causal influence, are illustrated with the help of synthetic data. The technique has been specifically revised for the analysis of synchronization experiments. The investigation of experimental data from thermonuclear plasma diagnostics proves the potential and limitations of the developed approach.

Place, publisher, year, edition, pages
MDPI , 2018. Vol. 20, no 9, article id 627
Keywords [en]
transfer entropy, mutual information, Pearson correlation coefficient, time series, causality detection, sawteeth, pacing, ELMs, pellets
National Category
Fusion, Plasma and Space Physics
Identifiers
URN: urn:nbn:se:uu:diva-398260DOI: 10.3390/e20090627ISI: 000448333000005OAI: oai:DiVA.org:uu-398260DiVA, id: diva2:1375840
Note

For complete list of authors see http://dx.doi.org/10.3390/e20090627

Available from: 2019-12-06 Created: 2019-12-06 Last updated: 2019-12-06Bibliographically approved

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Andersson Sundén, ErikCecconello, MarcoConroy, SeanEricsson, GöranEriksson, JacobHjalmarsson, AndersPossnert, GöranSjöstrand, HenrikWeiszflog, Matthias
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