Inferring directional interactions from transient signals with symbolic transfer entropy.

We extend the concept of symbolic transfer entropy to enable the time-resolved investigation of directional relationships between coupled dynamical systems from short and transient noisy time series. For our approach, we consider an observed ensemble of a sufficiently large number of time series as multiple realizations of a process. We derive an index that quantifies the preferred direction of transient interactions and assess its significance using a surrogate-based testing scheme.