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Entropy 2014, 16(10), 5263-5289; doi:10.3390/e16105263

Cross-Scale Interactions and Information Transfer

Department of Nonlinear Dynamics and Complex Systems, Institute of Computer Science, Academy of Sciences of the Czech Republic, Pod vodárenskou veží 2, 182 07 Prague 8, Czech
Received: 22 July 2014 / Revised: 27 August 2014 / Accepted: 30 September 2014 / Published: 10 October 2014
(This article belongs to the Special Issue Information in Dynamical Systems and Complex Systems)
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Abstract

An information-theoretic approach for detecting interactions and informationtransfer between two systems is extended to interactions between dynamical phenomenaevolving on different time scales of a complex, multiscale process. The approach isdemonstrated in the detection of an information transfer from larger to smaller time scales ina model multifractal process and applied in a study of cross-scale interactions in atmosphericdynamics. Applying a form of the conditional mutual information and a statistical test basedon the Fourier transform and multifractal surrogate data to about a century long recordsof daily mean surface air temperature from various European locations, an informationtransfer from larger to smaller time scales has been observed as the influence of the phaseof slow oscillatory phenomena with the periods around 6–11 years on the amplitudes of thevariability characterized by the smaller temporal scales from a few months to 4–5 years.These directed cross-scale interactions have a non-negligible effect on interannual airtemperature variability in a large area of Europe. View Full-Text
Keywords: multiscale dynamics; interactions; Granger causality; information transfer;climate variability multiscale dynamics; interactions; Granger causality; information transfer;climate variability
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).

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Paluš, M. Cross-Scale Interactions and Information Transfer. Entropy 2014, 16, 5263-5289.

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