Improving on transfer entropy-based network reconstruction using time-delays: Approach and validation

Abstract

Transfer entropy constitutes a viable model-free tool to infer causal relationships between two dynamical systems from their time-series. In an information-theoretic sense, transfer entropy associates a cause-and-effect relationship with directed information transfer, such that one may improve the prediction of the future of a dynamical system from the history of another system. Recent studies have proposed the use of transfer entropy to reconstruct networks, but the inherent dyadic nature of this metric challenges the development of a robust approach that can discriminate direct from indirect interactions between nodes. In this paper, we seek to fill this methodological gap through the cogent integration of time-delays in the transfer entropy computation. By recognizing that information transfer in the network is bound by a finite speed, we relate the value of the time-delayed transfer entropy between two nodes to the number of walks between them. Upon this premise, we lay out the foundation of an alternative framework for network reconstruction, which we illustrate through closed-form results on three-node networks and numerically validate on larger networks, using examples of Boolean models and chaotic maps.