# Transfer Entropy Rate Through Lempel-Ziv Complexity

**Authors:** Juan F. Restrepo, Diego M. Mateos, Gast\'on Schlotthauer

arXiv: 1903.07720 · 2020-05-20

## TL;DR

This paper introduces a practical, model-free method to estimate Transfer Entropy Rate using Lempel-Ziv complexity, applicable to discrete data, and effective in assessing information flow direction and strength.

## Contribution

It presents a novel methodology for estimating Transfer Entropy Rate from single discrete series using Lempel-Ziv complexity, with advantages in simplicity and computational efficiency.

## Key findings

- Effective in unidirectional coupled systems
- Can be estimated from single discrete series
- Assesses direction and strength of information flow

## Abstract

In this article we present a methodology to estimate the Transfer Entropy Rate between two systems through the Lempel-Ziv complexity. This methodology carries a set of practical advantages: it can be estimated from two single discrete series of measures, it is not computationally expensive and it does not assume any model for the data. The results of simulations over three different unidirectional coupled systems, suggest that this methodology can be used to assess the direction and strength of the information flow between systems.

## Full text

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## Figures

25 figures with captions in the complete paper: https://tomesphere.com/paper/1903.07720/full.md

## References

23 references — full list in the complete paper: https://tomesphere.com/paper/1903.07720/full.md

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Source: https://tomesphere.com/paper/1903.07720