Information directionality in coupled time series using transcripts.

Phys Rev E Stat Nonlin Soft Matter Phys

Max-Planck-Institut für extraterrestrische Physik, Giessenbachstr. 1, 85748 Garching, Germany.

Published: August 2013

In ordinal symbolic dynamics, transcripts describe the algebraic relationship between ordinal patterns. Using the concept of transcript, we exploit the mathematical structure of the group of permutations to derive properties and relations among information measures of the symbolic representations of time series. These theoretical results are then applied for the assessment of coupling directionality in dynamical systems, where suitable coupling directionality measures are introduced depending only on transcripts. These measures improve the reliability of the information flow estimates and reduce to well-established coupling directionality quantifiers when some general conditions are satisfied. Furthermore, by generalizing the definition of transcript to ordinal patterns of different lengths, several of the commonly used information directionality measures can be encompassed within the same framework.

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http://dx.doi.org/10.1103/PhysRevE.88.022911DOI Listing

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