Abstract
A new information-theoretic measure, called coupling entropy, is proposed here to detect the causal links in complex systems by taking into account the inner composition alignment of temporal structure. It is a permutation-based asymmetric association measure to infer the uncertainty of coupling between two time series. The coupling entropy is found to be effective in the analysis of Hénon maps, where different noises are added to test its accuracy and sensitivity. The coupling entropy is also applied to analyze the relationship between unemployment rate and CPI change in the U.S., where the CPI change turns out to be the driving variable while the unemployment rate is the responding one.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
