Search results for "Information transfer"
showing 10 items of 48 documents
Information-based detection of nonlinear Granger causality in multivariate processes via a nonuniform embedding technique
2010
We present an approach, framed in information theory, to assess nonlinear causality between the subsystems of a whole stochastic or deterministic dynamical system. The approach follows a sequential procedure for nonuniform embedding of multivariate time series, whereby embedding vectors are built progressively on the basis of a minimization criterion applied to the entropy of the present state of the system conditioned to its past states. A corrected conditional entropy estimator compensating for the biasing effect of single points in the quantized hyperspace is used to guarantee the existence of a minimum entropy rate at which to terminate the procedure. The causal coupling is detected acc…
The signaling effects of central bank tone
2021
Abstract Does policymakers’ choice of words matter? We assess empirically whether the tone of FOMC statements contains useful information for financial market participants and explore the nature of the information conveyed. We quantify central bank tone using computational linguistics. We find that the tone of FOMC statements explains monetary surprises beyond FOMC information released on policy announcement days such as policymakers’ forecasts and votes. We also find that the FOMC tone matters more around monetary cycle turning points. We show that the tone of policy statements also helps predict future policy decisions. Our findings suggest that the central bank tone may be one of the veh…
Elektronisk meldingsutveksling- et bidrag til å oppfylle Samhandlingsreformens intensjoner om helhetlige, sømløse, koordinerte og trygge tjenester? :…
2014
Masteroppgave i helse- og sosialinformatikk HSI 500 Universitetet i Agder 2014 Project background: Patient information is exchanged between different governmental levels of health care to provide new health level with correct/adequate information. The information exchanged is important in securing a seamless and continuous care. Purpose/problem: This projects objective is to assess the information quality of electronic messages, in particular if the content received meets the recipient’s need of information to customize patient treatment/care. Selection/method: The project made requests to a coordination manager and interaction coordinators in a region, who communicated the projects request…
Describing urban soils through a faceted system ensures more informed decision-making
2016
Urban areas are increasing worldwide at a dramatic rate and their soils definitely deserve more attention than they have received in the past. In urban environments, soils potentially provide the same ecosystem services as in rural and wild environments, although in some cases they are depleted of their basic functions, such as when they lose their productive and filtering capacities because of sealing, and become mere supports for infrastructures. In other cases, soils of urban areas acquire new functions that are unique to these environments. Current soil classifications fail to effectively account for the complexity of urban soils and the information that is required for their management…
Multiscale Information Decomposition: Exact Computation for Multivariate Gaussian Processes
2017
Exploiting the theory of state space models, we derive the exact expressions of the information transfer, as well as redundant and synergistic transfer, for coupled Gaussian processes observed at multiple temporal scales. All of the terms, constituting the frameworks known as interaction information decomposition and partial information decomposition, can thus be analytically obtained for different time scales from the parameters of the VAR model that fits the processes. We report the application of the proposed methodology firstly to benchmark Gaussian systems, showing that this class of systems may generate patterns of information decomposition characterized by prevalently redundant or sy…
Local Granger causality
2021
Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. For Gaussian variables it is equivalent to transfer entropy, an information-theoretic measure of time-directed information transfer between jointly dependent processes. We exploit such equivalence and calculate exactly the 'local Granger causality', i.e. the profile of the information transfer at each discrete time point in Gaussian processes; in this frame Granger causality is the average of its local version. Our approach offers a robust and computationally fast method to follow the information transfer along the time history of linear stochastic processes, as well as of nonlinear …
Multiscale analysis of information dynamics for linear multivariate processes.
2016
In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic approaches to the multiscale analysis of complex dynamics are being increasingly used, the theoretical properties of the applied measures are poorly understood. This study introduces for the first time a framework for the analytical computation of information dynamics for linear multivariate stochastic processes explored at different time scales. After showing that the multiscale processing of a vector autoregressive (VAR) process introduces a moving aver…
Heat solitons and thermal transfer of information along thin wires
2020
Abstract The aim of this paper is to consider soliton propagation of heat signals along a cylinder whose heat exchange with the environment is a non-linear function of the difference of temperatures of the cylinder and the environment and whose heat transfer along the system is described by the Maxwell–Cattaneo equation. To find the soliton solutions we use the auxiliary equation method. Our motivation is to obtain and compare the speed of propagation, the maximum rate of information transfer, and the energy necessary for the transfer of one bit of information for different solitons, by assuming that a localized soliton may carry a bit of information. It is shown that a given total power (e…
Bidirected Information Flow in the High-Level Visual Cortex
2021
Understanding the brain function requires investigating information transfer across brain regions. Shannon began the remarkable new field of information theory in 1948. It basically can be divided into two categories: directed and undirected information-theoretical approaches. As we all know, neural signals are typically nonlinear and directed flow between brain regions. We can use directed information to quantify feed-forward information flow, feedback information, and instantaneous influence in the high-level visual cortex. Moreover, neural signals have bidirectional information flow properties and are not captured by the transfer entropy approach. Therefore, we used directed information …
Switching Synchronization and Metastable States in 1D Memristive Networks
2019
One-dimensional (1D) memristive networks are the simplest type of memristive networks one can imagine. Yet, despite their morphological simplicity, such networks represent an important class of memory networks characterized by the strongest interaction among the network components. This chapter reviews several important dynamical features of 1D memristive networks composed of realistic threshold-type memristive systems. First of all, the accelerated and decelerated switching regimes of memristive systems are introduced and exemplified. Secondly, the phenomenon of switching synchronization is presented. Finally, it is shown that metastable transmission lines composed of metastable memristive…