ITS - Matlab Tool for the computation of Information Dynamics

This general toolbox collects the research developed by our group in the last few years in the context of Information Dynamics, implements the practical estimation of several information-theoretic quantities (Self Entropy, Transfer Entropy in its different formulations, measures of Information Modification) according to a variety of entropy estimators (linear parametric estimator and model-free estimators based on binning, kernels, or nearest neighbors).


The ITS Matlab tool will become the basic applicative reference for the book "Information Theory for Time Series Analysis", currently under drafting, and is based on several papers:

  • L Faes, A Porta, 'Conditional entropy-based evaluation of information dynamics in physiological systems', in Directed Information Measures in Neuroscience, R Vicente, M Wibral, J Lizier (eds), Springer-Verlag; 2014, pp. 61-86
  • L Faes, A Porta, G Nollo, 'Information decomposition in bivariate systems: theory and application to cardiorespiratory dynamics', Entropy, special issue on “Entropy and Cardiac Physics”, 2015, 17:277-303.
  • L Faes, A Porta, G Nollo, M Javorka, 'Information decomposition in multivariate systems: definitions, implementation and application to cardiovascular networks', Entropy, special issue on Multivariate entropy measures and their applications, 2017, 19(1), 5
  • L Faes, D Kugiumtzis, A Montalto, G Nollo, D Marinazzo, 'Estimating the decomposition of predictive information in multivariate systems', Phys. Rev. E 2015; 91:032904 (16 pages)
  • W Xiong, L Faes, P Ch Ivanov, 'Entropy measures, entropy estimators and their performance in quantifying complex dynamics: effects of artifacts, nonstationarity and long-range correlations', Phys. Rev. E, 2017; 95:062114 (37 pages).
  • L Faes, D Marinazzo, G Nollo, A Porta 'An information-theoretic framework to map the spatio-temporal dynamics of the scalp electroencephalogram', IEEE Trans. Biomed. Eng., special issue on Brain Connectivity, 2016; 63(12):2488-2496.
  • L Faes, D Marinazzo, A Montalto, G Nollo, 'Lag-specific transfer entropy as a tool to assess cardiovascular and cardiorespiratory information transfer', IEEE Trans Biomed Eng 2014; 61(10):2556-2568.
  • L Faes, G Nollo, A Porta: 'Non-uniform multivariate embedding to assess the information transfer in cardiovascular and cardiorespiratory variability series', Comput Biol Med 2012; 42:290-297.
  • L Faes, G Nollo, A Porta: 'Information-based detection of nonlinear Granger causality in multivariate processes via a nonuniform embedding technique', Phys Rev E; 2011; 83(5 Pt 1):051112.
  • L Faes, G Nollo, A Porta: 'Compensated transfer entropy as a tool for reliably estimating information transfer in physiological time series', Entropy; special issue on “Transfer Entropy”, 2013; 15(1):198-219.
  • A Montalto, L Faes, D. Marinazzo, 'MuTE: a MATLAB toolbox to compare established and novel estimators of the multivariate transfer entropy', PLOS ONE 2014; 9(10):e109462 (13 pages).
  • L Faes, D Marinazzo, F Jurysta, G Nollo, 'Linear and nonlinear analysis of brain-heart and brain-brain interactions during sleep', Phys. Meas. 2015; 36:683-698.
  • L Faes, G Nollo, F Jurysta, D Marinazzo, 'Information dynamics of brain-heart physiological networks during sleep', New J Phys 2014; 16:105005 (20 pages).
  • L Faes, A Porta, G Rossato, A Adami, D Tonon, A Corica, G Nollo: 'Investigating the mechanisms of cardiovascular and cerebrovascular regulation in orthostatic syncope through an information decomposition strategy', Autonomic Neurosci 2013; 178:76-82.
  • L Faes, G Nollo, A Porta: 'Mechanisms of causal interaction between short-term heart period and arterial pressure oscillations during orthostatic challenge', J Appl Physiol 2013;114:1657-1667.

Support: Presentation of the Toolbox:  ITS_Toolbox.pdf

DOWNLOAD:  Zip file with all scripts and functions: ITS code v2.0 (zip)

DISCLAIMER OF WARRANTIES AND LIMITATION OF LIABILITY The code is supplied as is and all use is at your own risk. The authors disclaim all warranties of any kind, either express or implied, as to the softwares, including, but not limited to, implied warranties of fitness for a particular purpose, merchantability or non - infringement of proprietary rights. Neither this agreement nor any documentation furnished under it is intended to express or imply any warranty that the operation of the software will be error - free. Under no circumstances shall the authors of the softwares provided here be liable to any user for direct, indirect, incidental, consequential, special, or exemplary damages, arising from the software, or user' s use or misuse of the softwares. Such limitation of liability shall apply whether the damages arise from the use or misuse of the data provided or errors of the software.