DocumentCode
1011511
Title
The Relationship Between Two Directed Information Measures
Author
Al-khassaweneh, Mahmood ; Aviyente, Selin
Author_Institution
Dept. of Comput. Eng., Yarmouk Univ., Irbid
Volume
15
fYear
2008
fDate
6/30/1905 12:00:00 AM
Firstpage
801
Lastpage
804
Abstract
Two directed information measures have been used extensively in literature to evaluate the direction of information flow between two time series. The relationship between these two measures, however, has not been established as to date. In this letter, we derive a formula that defines the relationship between these two measures. We also offer some insights into the interpretation of these measures and their relationship, which are verified through simulations.
Keywords
information theory; time series; directed information measure; information flow; time series; Bioinformatics; Current measurement; Equations; Fluid flow measurement; Genomics; Humans; Information analysis; Length measurement; Mutual information; Time measurement; Directed information; information flow; trans information;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2008.2006332
Filename
4691056
Link To Document