Abstract
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. Analyzing time series from noisy chaotic systems, we demonstrate numerically the applicability and limitations of our approach. Our findings obtained from an analysis of event-related brain activities underline the importance of our method to improve understanding of gross neural interactions underlying cognitive processes.
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