Symbolic Transfer Entropy

Note:

! Copyright 2017 (Hiqmet Kamberaj)
!
!
!
! Written by:
! Hiqmet Kamberaj (Corresponding author: moc.liamg|jarebmak.h#moc.liamg|jarebmak.h)
! Dhurata Nebiu
!
!
! This program is free software; you can redistribute it and/or modify
! it under the terms of the GNU General Public License as published by
! the Free Software Foundation; either version 1 of the License, or
! (at your option) any later version.
!

SymbTE: A program written in Fortran 90 object-oriented programming language for calculation of:

  1. Average Symbolic Transfer Entropy as a Measure of Causal Relationship in Times Series
  2. Local Symbolic Transfer Entropy as a Measure of Causal Relationship in Times Series
  3. Average Symbolic Mutual Information as a Measure of Mutual Relationship in Times Series

It uses MPI protocols to run simultaneously in multi-processors, improving significantly the computation speed of calculation.

UML diagrams of SymbTE program:

a) Symbolic Mutual Information module

SymbTE_UML.png

b) Symbolic Transfer entropy module:

TE_Class.png

c) Symbolic Local Transfer Entropy module:

LTEClass.png
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