关于符号转移熵的一些思考
Some Thoughts on Symbolic Transfer Entropy
AI总结:
本文研究了符号转移熵中的嵌入维数参数,针对复杂数据极端情况的高复杂性提出了优化方法,并探讨了转移熵估计方法的相关视角。
摘要:
转移熵用于建立两个变量间因果关系的度量。符号转移熵作为转移熵的估计方法,因对非平稳性的鲁棒性而被广泛应用。本文研究了符号转移熵中的嵌入维数参数,并针对复杂数据极端情况下的高复杂性提出了优化方法。此外,还提供了关于转移熵估计方法的一些视角。
英文摘要:
Transfer entropy is used to establish a measure of causal relationships between two variables. Symbolic transfer entropy, as an estimation method for transfer entropy, is widely applied due to its robustness against non-stationarity. This paper investigates the embedding dimension parameter in symbolic transfer entropy and proposes optimization methods for high complexity in extreme cases with complex data. Additionally, it offers some perspectives on estimation methods for transfer entropy.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。