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.
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.