319 citations · 1.3k across the 24 of their papers we have counts for
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nlin.CD2010★ 201 cited
Non-uniform state space reconstruction and coupling detection
Ioannis Vlachos, Dimitris Kugiumtzis
We investigate the state space reconstruction from multiple time series derived from continuous and discrete systems and propose a method for building embedding vectors progressive…
nlin.CD2010★ 25 cited
Transfer Entropy on Rank Vectors
Dimitris Kugiumtzis
Transfer entropy (TE) is a popular measure of information flow found to perform consistently well in different settings. Symbolic transfer entropy (STE) is defined similarly to TE…
stat.CO2010★ 9 cited
Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases
Dimitris Kugiumtzis, Alkiviadis Tsimpiris
In many applications, such as physiology and finance, large time series data bases are to be analyzed requiring the computation of linear, nonlinear and other measures. Such measur…