Bossomaier T. An Introduction to Transfer Entropy...in Complex Systems 2016 torrent

Textbook in PDF format

This book considers a relatively new metric in complex systems, transfer entropy, derived from a series of measurements, usually a time series. After a qualitative introduction and a chapter that explains the key ideas from statistics required to understand the text, the authors then present information theory and transfer entropy in depth. A key feature of the approach is the authors' work to show the relationship between information flow and complexity. The later chapters demonstrate information transfer in canonical systems, and applications, for example in neuroscience and in finance.
Statistical Preliminaries
Information Theory
Transfer Entropy
Information Transfer in Canonical Systems
Information Transfer in Financial Markets
Miscellaneous Applications of Transfer Entropy
Concluding Remarks