Physical Review Letters · 2005 · 216 citations · 13 references
Natural SciencesMathematicsPhysicsDynamical SystemsInformation TheoryThermodynamicsContinuous Dynamical SystemsDiscrete Dynamical SystemsDissipative SystemsEntropyNon-equilibrium ThermodynamicsStatistical MechanicsDissipative MapsEntropy ChangeEntropy TransferMeasure-theoretic Entropy
We present a rigorous formalism of information transfer for systems with dynamics fully known. This follows from an accurate classification of the mechanisms for the entropy change of one component into a self-evolution plus a transfer from the other component. The formalism applies to both continuous flows and discrete maps. The resulting transfer measure possesses a property of asymmetry and is qualitatively consistent with the classical measures. It is further validated with the baker transformation and the Hénon map.
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Measuring Information Transfer
Thomas Schreiber · Physical Review Letters · 2000 · 4.5K citations · Full text
Nonlinear Time Series Analysis
Technometrics · 2005 · 2.1K citations