Some Thoughts on Symbolic Transfer Entropy

Dian Jin

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arXiv · 2409.14745

Some Thoughts on Symbolic Transfer Entropy

Dian Jin

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Abstract

Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This paper investigates the embedding dimension parameter in symbolic transfer entropy and proposes optimization methods for high complexity in extreme cases with complex data. Additionally, it offers some perspectives on estimation methods for transfer entropy.

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Dian Jin. 2024-09-23. Some Thoughts on Symbolic Transfer Entropy. https://arxiv.org/abs/2409.14745

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