| bibtype |
M -
Monography Chapter
|
| ARLID |
0320325 |
| utime |
20240103191228.5 |
| mtime |
20091112235959.9 |
| DOI |
10.1007/978-0-387-84816-7 |
| title
(primary) (eng) |
Causality in Time Series: Its Detection and Quantification by Means of Information Theory |
| specification |
| page_count |
24 s. |
| book_pages |
389 |
|
| serial |
| ARLID |
cav_un_epca*0320324 |
| ISBN |
978-0-387-84815-0 |
| title
|
Information Theory and Statistical Learning |
| page_num |
183-207 |
| publisher |
| place |
New York |
| name |
Springer |
| year |
2008 |
|
| editor |
| name1 |
Emmert-Streib |
| name2 |
Frank |
|
| editor |
| name1 |
Dehmer |
| name2 |
Matthias |
|
|
| title
(cze) |
Kausalita v časových řadách: její detekce a kvantifikace prostředky teorie informace |
| keyword |
causality |
| keyword |
time series |
| keyword |
information theory |
| author
(primary) |
| ARLID |
cav_un_auth*0247122 |
| name1 |
Hlaváčková-Schindler |
| name2 |
Kateřina |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
2C06001 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0217685 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
While studying complex systems, one of the fundamental questions is to identify causal relationships (i.e., which system drives which) between relevant subsystems. In this paper, we focus on information-theoretic approaches for causality detection by means of directionality index based on mutual information estimation. We briefly review the current methods for mutual information estimation from the point of view of their consistency. We also present some arguments from recent literature, supporting the usefulness of the information-theoretic tools for causality detection. |
| abstract
(cze) |
Nalezení příčinných vztahů je důležitým krokem při studiu složitých systémů. Práce řeší tento problém z hlediska teorie informace. |
| reportyear |
2010 |
| RIV |
BD |
| permalink |
http://hdl.handle.net/11104/0005047 |
| arlyear |
2008 |
| mrcbU63 |
cav_un_epca*0320324 Information Theory and Statistical Learning 978-0-387-84815-0 183 207 Information Theory and Statistical Learning New York Springer 2008 Computer Science |
| mrcbU67 |
Emmert-Streib Frank 340 |
| mrcbU67 |
Dehmer Matthias 340 |
|