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  • © 2016

An Introduction to Transfer Entropy

Information Flow in Complex Systems

  • Subject at the nexus of information theory and complex systems
  • Aimed at advanced undergraduate and graduate students in computer science, neuroscience, physics, and engineering
  • Includes statistical and information-theoretic background and methods of calculation

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Table of contents (8 chapters)

  1. Front Matter

    Pages i-xxix
  2. Introduction

    • Terry Bossomaier, Lionel Barnett, Michael Harré, Joseph T. Lizier
    Pages 1-10
  3. Statistical Preliminaries

    • Terry Bossomaier, Lionel Barnett, Michael Harré, Joseph T. Lizier
    Pages 11-32
  4. Information Theory

    • Terry Bossomaier, Lionel Barnett, Michael Harré, Joseph T. Lizier
    Pages 33-63
  5. Transfer Entropy

    • Terry Bossomaier, Lionel Barnett, Michael Harré, Joseph T. Lizier
    Pages 65-95
  6. Information Transfer in Canonical Systems

    • Terry Bossomaier, Lionel Barnett, Michael Harré, Joseph T. Lizier
    Pages 97-123
  7. Information Transfer in Financial Markets

    • Terry Bossomaier, Lionel Barnett, Michael Harré, Joseph T. Lizier
    Pages 125-138
  8. Miscellaneous Applications of Transfer Entropy

    • Terry Bossomaier, Lionel Barnett, Michael Harré, Joseph T. Lizier
    Pages 139-165
  9. Concluding Remarks

    • Terry Bossomaier, Lionel Barnett, Michael Harré, Joseph T. Lizier
    Pages 167-170
  10. Back Matter

    Pages 171-190

About this book

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.

Authors and Affiliations

  • School of Computing and Mathematics, Charles Sturt University, Bathurst, Australia

    Terry Bossomaier

  • Dept. of Informatics, University of Sussex, Brighton, United Kingdom

    Lionel Barnett

  • Dept. of Civil Engineering, University of Sydney, Darlington, Australia

    Michael Harré, Joseph T. Lizier

Bibliographic Information

Buy it now

Buying options

eBook USD 139.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 179.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 179.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access