![]() Examples include the spiking of biological neurons, trades on stock markets and posts to social media, amongst myriad other systems involving events in continuous time throughout the natural and social sciences. Many real-world time series for which we are interested in information flows come in the form of (near) instantaneous events occurring over time. ![]() Transfer entropy (TE) is a widely used measure of directed information flows in a number of domains including neuroscience.
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