Transfer Entropy

I am looking for an expert in Matlab to compute the transfer entropy between random variables. I will supply the data.

The expert must provide the Matlab code that must work in Matlab 2015a or 2018b.

The code must:

• import the data;

• compute the Transfer Entropy (TE);

• compute the Symbolic Transfer Entropy (STE);

• statistically investigate if the TE and the STE is significant.

Transfer entropy (TE) is a statistic that measures the amount of information transferred from one random process X to a next random process Y. In other words, through the TE we can quantify the amount of information that flows from X to Y and viceversa.

I will ask some evaluation questions to determine who to award the project.

Evaluation questions:

What is Granger causality?

Can transfer entropy be negative?

How to see/ statistically investigate if the transfer entropy is significant?

Can transfer entropy be normalized between 0 – 1?

Please submit your answer when bidding.

Matlab dhe Mathematica Matematikë Statistikë Econometrics

ID Projekti: #29033455

Rreth projektit