Search results for "Multivariate autoregressive processe"

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Information Decomposition in Bivariate Systems: Theory and Application to Cardiorespiratory Dynamics

2015

In the framework of information dynamics, the temporal evolution of coupled systems can be studied by decomposing the predictive information about an assigned target system into amounts quantifying the information stored inside the system and the information transferred to it. While information storage and transfer are computed through the known self-entropy (SE) and transfer entropy (TE), an alternative decomposition evidences the so-called cross entropy (CE) and conditional SE (cSE), quantifying the cross information and internal information of the target system, respectively. This study presents a thorough evaluation of SE, TE, CE and cSE as quantities related to the causal statistical s…

causalityInformation dynamicsTransfer entropyDynamical systems theoryComputationGeneral Physics and Astronomylcsh:AstrophysicsBivariate analysisMultivariate autoregressive processeMachine learningcomputer.software_genreMultivariate autoregressive processesCardiorespiratory interactionsPhysics and Astronomy (all)Systems theoryDynamical systemslcsh:QB460-466Decomposition (computer science)Statistical physicslcsh:ScienceCardiorespiratory interactions; Causality; Dynamical systems; Heart rate variability; Information dynamics; Multivariate autoregressive processes; Transfer entropyHeart rate variabilityMathematicsCardiorespiratory interactions; Causality; Dynamical systems; Heart rate variability; Information dynamics; Multivariate autoregressive processes; Transfer entropy; Physics and Astronomy (all)business.industryCardiorespiratory interactionheart rate variabilitytransfer entropyDynamical systemcardiorespiratory interactionsdynamical systemslcsh:QC1-999CausalityInformation dynamicCross entropySettore ING-INF/06 - Bioingegneria Elettronica E Informaticamultivariate autoregressive processesBenchmark (computing)lcsh:QTransfer entropyArtificial intelligenceinformation dynamicsbusinesscomputerlcsh:PhysicsEntropy
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