The Relationship Between Two Directed Information Measures
The Relationship Between Two Directed Information Measures
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DOI：
10.1109/lsp.2008.2006332
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发表时间：
2008-01-01
影响因子：
3.9
通讯作者：
Aviyente, Selin
中科院分区：
文献类型：
--
作者：
Al-khassaweneh, Mahmood;Aviyente, Selin
两种定向信息度量在文献中被广泛用于评估两个时间序列之间的信息方向。然而，这两项措施之间的关系迄今尚未确定。在这封信中，我们推导了一个公式，定义了这两个衡量标准之间的关系。我们还对这些措施的解释及其关系提供了一些见解，并通过模拟进行了验证。
Two directed information measures have been used extensively in literature to evaluate the direction of information How 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.