@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"
}