Geometric Transfer Entropy: A Grade-Resolved Directional Information Flow for Dynamical Coupling of Time Series

We introduce Geometric Transfer Entropy (GTE), a measure of directionalinformation flow between time series that preserves the grade structure of theClifford-algebraic embedding underlying the Geometric Signal Dynamics (GSD)programme. Building on the kinematic embedding and geometric product of VázquezBroquá (2026a), the spectral bivector identity of Vázquez Broquá (2026b), the jointembedding for cointegration of Vázquez Broquá (2026c), and the antisymmetricentropy HAS of Vázquez Broquá (2026d), we define GTEX→Y (τ ) as the sum oftwo grade-resolved channels: a scalar channel T(0)X→Y that captures transfer of alignment/level information, and a bivector channel T(2)X→Y that captures transfer of rotational information (velocity, curvature, phase). The net flow ΦXY = GTEX→Y −GTEY →X decomposes analogously into a scalar and a rotational flow, ΦXY = Φ(0) XY + Φ(2) XY . Across seven benchmark systems, GTE recovers the classical Schreiber transfer entropy on level-coupled linear systems, detects velocity-coupled systems four times more strongly than Schreiber TE, and correctly identifies the directionof coupling in stochastic oscillators where classical TE reverses sign. The bivariate signature (Φ(0), Φ(2)) produces a taxonomy of dynamical coupling mechanisms and yields geometric diagnostics of cointegration, common confounding, and pure rotational transfer that classical information flow measures cannot provide.

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-04-16
DOI
https://doi.org/10.5281/zenodo.19600331
Primary Topic
Chaos control and synchronization
Type
article
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article

Geometric Transfer Entropy: A Grade-Resolved Directional Information Flow for Dynamical Coupling of Time Series

Juan Ignacio Vázquez Broquá
Zenodo (CERN European Organization for Nuclear Research)
Chaos control and synchronization
article

Geometric Transfer Entropy: A Grade-Resolved Directional Information Flow for Dynamical Coupling of Time Series

Juan Ignacio Vázquez Broquá
article en

Abstract

We introduce Geometric Transfer Entropy (GTE), a measure of directionalinformation flow between time series that preserves the grade structure of theClifford-algebraic embedding underlying the Geometric Signal Dynamics (GSD)programme. Building on the kinematic embedding and geometric product of VázquezBroquá (2026a), the spectral bivector identity of Vázquez Broquá (2026b), the jointembedding for cointegration of Vázquez Broquá (2026c), and the antisymmetricentropy HAS of Vázquez Broquá (2026d), we define GTEX→Y (τ ) as the sum oftwo grade-resolved channels: a scalar channel T(0)X→Y that captures transfer of alignment/level information, and a bivector channel T(2)X→Y that captures transfer of rotational information (velocity, curvature, phase). The net flow ΦXY = GTEX→Y −GTEY →X decomposes analogously into a scalar and a rotational flow, ΦXY = Φ(0) XY + Φ(2) XY . Across seven benchmark systems, GTE recovers the classical Schreiber transfer entropy on level-coupled linear systems, detects velocity-coupled systems four times more strongly than Schreiber TE, and correctly identifies the directionof coupling in stochastic oscillators where classical TE reverses sign. The bivariate signature (Φ(0), Φ(2)) produces a taxonomy of dynamical coupling mechanisms and yields geometric diagnostics of cointegration, common confounding, and pure rotational transfer that classical information flow measures cannot provide.

Zenodo (CERN European Organization for Nuclear Research)
Pontificia Universidad Católica Argentina (AR)
Openalex Percentile: Top 12%
Chaos control and synchronization
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