arXiv · 2212.05728
Synergy and Redundancy Dominated Effects in Time Series via Transfer Entropy Decompositions
Abstract
We present a new decomposition of transfer entropy to characterize the degree of synergy- and redundancy-dominated influence a time series has upon the interaction between other time series. We prove the existence of a class of time series, where the early past of the conditioning time series yields a synergistic effect upon the interaction, whereas the late past has a redundancy-dominated effect. In general, different parts of the past can have different effects. Our information theoretic quantities are easy to compute in practice, and we demonstrate their usage on real-world brain data.
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Jan Østergaard, Payam Boubakani. 2022-12-12. Synergy and Redundancy Dominated Effects in Time Series via Transfer Entropy Decompositions. https://arxiv.org/abs/2212.05728
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