Title :
The Relationship Between Two Directed Information Measures
Author :
Al-khassaweneh, Mahmood ; Aviyente, Selin
Author_Institution :
Dept. of Comput. Eng., Yarmouk Univ., Irbid
fDate :
6/30/1905 12:00:00 AM
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;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2008.2006332
