A causal state splitting reconstruction (CSSR) algorithm for estimating the optimally predictive, minimally complex representation of a discrete-valued input-output system from data.
Specific Entropy Rate
Estimate the intrinsic unpredictability of a scalar time series as a function of its latent state space.
Specific Transfer Entropy
Estimate the predictive impact of a nominal input system on a nominal output system as a function of the input-output system's latent state space.