论文信息 - The Relationship Between Two Directed Information Measures

The Relationship Between Two Directed Information Measures

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.

Mahmood Al-khassaweneh | Selin Aviyente

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