Transfer entropies within dynamical effects framework.

Abstract

Transfer entropy (TE) is widely used in time-series analysis to detect causal couplings between temporally evolving objects. As a coupling strength quantifier, the TE alone often seems insufficient, raising the question of its further interpretations. Here the TE is related to dynamical causal effects (DCEs) which quantify long-term responses of a coupling recipient to variations in a coupling source or in a coupling itself: Detailed relationships are established for a paradigmatic stochastic dynamical system of bidirectionally coupled linear overdamped oscillators, their practical applications and possible extensions are discussed. It is shown that two widely used versions of the TE (original and infinite-history) can become qualitatively distinct, diverging to different long-term DCEs.