ASU Electronic Theses and Dissertations
- 1 English
- 1 Public
In the late 1960s, Granger published a seminal study on causality in time series, using linear interdependencies and information transfer. Recent developments in the field of information theory have introduced new methods to investigate the transfer of information in dynamical systems. Using concepts from Chaos and Markov theory, much of these methods have evolved to capture non-linear relations and information flow between coupled dynamical systems with applications to fields like biomedical signal processing. This thesis deals with the application of information theory to non-linear multivariate time series and develops measures of information flow to identify significant drivers and response (driven) …
- Prasanna, Shashank, Jassemidis, Leonidas, Tsakalis, Konstantinos, et al.
- Created Date