転位エントロピー入門：複雑系における情報の流れ An Introduction to Transfer Entropy : Information Flow in Complex Systems

Bossomaier, Terry/ Barnett, Lionel/ Harré, Michael

Springer International Publishing AG（2016/11発売）

• 製本 Hardcover:ハードカバー版／ページ数 190 p.
• 商品コード 9783319432212

Full Description

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.

The book will be of value to advanced undergraduate and graduate students and researchers in the areas of computer science, neuroscience, physics, and engineering.

Contents

Introduction.- Statistical Preliminaries.- Information Theory.- Transfer Entropy.- Information Transfer in Canonical Systems.- Information Transfer in Financial Markets.- Miscellaneous Applications of Transfer Entropy.- Concluding Remarks.