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On the Use of Transfer Entropy to Investigate the Time Horizon of Causal Influences between Signals
Univ Padua, INFN, ENEA, Consorzio RFX,CNR,Acciaierie Venete SpA, I-35127 Padua, Italy..
Univ Roma Tor Vergata, Assoc EUROfus, Via Orazio Raimondo 18, I-00173 Rome, Italy..
KTH, School of Electrical Engineering and Computer Science (EECS), Electrical Engineering, Fusion Plasma Physics.
KTH, School of Electrical Engineering and Computer Science (EECS), Electrical Engineering, Fusion Plasma Physics.
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Number of Authors: 12292018 (English)In: Entropy, ISSN 1099-4300, E-ISSN 1099-4300, Vol. 20, no 9, article id 627Article in journal (Refereed) Published
Abstract [en]

Understanding the details of the correlation between time series is an essential step on the route to assessing the causal relation between systems. Traditional statistical indicators, such as the Pearson correlation coefficient and the mutual information, have some significant limitations. More recently, transfer entropy has been proposed as a powerful tool to understand the flow of information between signals. In this paper, the comparative advantages of transfer entropy, for determining the time horizon of causal influence, are illustrated with the help of synthetic data. The technique has been specifically revised for the analysis of synchronization experiments. The investigation of experimental data from thermonuclear plasma diagnostics proves the potential and limitations of the developed approach.

Place, publisher, year, edition, pages
MDPI , 2018. Vol. 20, no 9, article id 627
Keywords [en]
transfer entropy, mutual information, Pearson correlation coefficient, time series, causality detection, sawteeth, pacing, ELMs, pellets
National Category
Fusion, Plasma and Space Physics
Identifiers
URN: urn:nbn:se:kth:diva-270417DOI: 10.3390/e20090627ISI: 000448333000005Scopus ID: 2-s2.0-85052111976OAI: oai:DiVA.org:kth-270417DiVA, id: diva2:1424273
Note

QC 20200416

Available from: 2020-04-16 Created: 2020-04-16 Last updated: 2020-04-16Bibliographically approved

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Bergsåker, HenricBykov, IgorFrassinetti, LorenzoGarcia-Carrasco, AlvaroHellsten, TorbjörnJohnson, ThomasMenmuir, SheenaPetersson, PerRachlew, ElisabethRatynskaia, SvetlanaRubel, MarekStefanikova, EsteraStröm, PetterTholerus, EmmiTolias, PanagiotisOlivares, Pablo VallejosWeckmann, ArminZhou, Yushun
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