Quantifying ‘Causality’ in Complex Systems: Understanding Transfer Entropy
Figure 23
Transfer Entropy versus number of state
(number of chosen bins) for Cases
and
.
are uniformly distributed. Analytical values obtained from substituting respective
values in equation (17). Simulated values are acquired using equation (5) on simulated data of varying sample size
(length of time series) where
. Error bars are displaying two standard deviation values above and two standard deviation below (some bars are very small, it can barely be seen). The aim is primarily to display how choosing
has to be made according to length,
, of available time series. For large
the error bar becomes smaller than the width of the curve.