A Local Approach for Information Transfer

Abstract

In this work, a strategy to estimate the information transfer between the elements of a complex system, from the time series associated to the evolution of this elements, is presented. By using the nearest neighbors of each state, the local approaches of the deterministic dynamical rule generating the data and the probability density functions, both marginals and conditionals, necessaries to calculate some measures of information transfer, are estimated. The performance of the method using numerically simulated data and real signals is exposed.