Fechar

@Article{RamosMaca:2017:MiSaSi,
               author = "Ramos, Ant{\^o}nio M{\'a}rio de Torres and Macau, Elbert 
                         Einstein Nehrer",
          affiliation = "{Instituto Nacional de Pesquisas Espaciais (INPE)} and {Instituto 
                         Nacional de Pesquisas Espaciais (INPE)}",
                title = "Minimum sample size for reliable causal inference using transfer 
                         entropy",
              journal = "Entropy",
                 year = "2017",
               volume = "19",
               number = "4",
             keywords = "Bias analysis, Coupled autoregressive-moving-average (ARMA) model, 
                         Coupled logistic maps, Multiple comparison analysis, Transfer 
                         entropy.",
             abstract = "Transfer Entropy has been applied to experimental datasets to 
                         unveil causality between variables. In particular, its application 
                         to non-stationary systems has posed a great challenge due to 
                         restrictions on the sample size. Here, we have investigated the 
                         minimum sample size that produces a reliable causal inference. The 
                         methodology has been applied to two prototypical models: the 
                         linear model autoregressive-moving average and the non-linear 
                         logistic map. The relationship between the Transfer Entropy value 
                         and the sample size has been systematically examined. 
                         Additionally, we have shown the dependence of the reliable sample 
                         size and the strength of coupling between the variables. Our 
                         methodology offers a realistic lower bound for the sample size to 
                         produce a reliable outcome. © 2017 by the authors.",
                  doi = "10.3390/e19040150",
                  url = "http://dx.doi.org/10.3390/e19040150",
                 issn = "1099-4300",
             language = "en",
           targetfile = "ramos_minimum.pdf",
        urlaccessdate = "26 abr. 2024"
}


Fechar