论文信息 - Measuring the uncertainty of coupling

Measuring the uncertainty of coupling

A new information-theoretic measure, called coupling entropy, is proposed here to detect the causal links in complex systems by taking into account the inner composition alignment of temporal structure. It is a permutation-based asymmetric association measure to infer the uncertainty of coupling between two time series. The coupling entropy is found to be effective in the analysis of Henon maps, where different noises are added to test its accuracy and sensitivity. The coupling entropy is also applied to analyze the relationship between unemployment rate and CPI change in the U.S., where the CPI change turns out to be the driving variable while the unemployment rate is the responding one.

Pengjian Shang | Xiaojun Zhao | Pengjian Shang | Xiaojun Zhao

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