The application of the transfer entropy to gappy time series |
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| Authors: | C.W. Kulp E.R. Tracy |
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| Affiliation: | a Department of Physics and Astronomy, Lycoming College, Williamsport, PA 17701, USA
b Department of Physics, The College of William & Mary, Williamsburg, VA 23187-8795, USA |
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| Abstract: | The application of the transfer entropy to gappy symbolic time series is discussed. Although the transfer entropy can fail to correctly identify the drive-response relationship, it is able to robustly detect phase relationships. Hence, it might still be of use in applications requiring the detection of changes in these relationships. |
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| Keywords: | 89.70.Cf |
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