Cargando…

Characterizing interdependencies of multiple time series: theory and applications

This book introduces academic researchers and professionals to the basic concepts and methods for characterizing interdependencies of multiple time series in the frequency domain. Detecting causal directions between a pair of time series and the extent of their effects, as well as testing the non ex...

Descripción completa

Detalles Bibliográficos
Autores principales: Hosoya, Yuzo, Oya, Kosuke, Takimoto, Taro, Kinoshita, Ryo
Lenguaje:eng
Publicado: Springer 2017
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-981-10-6436-4
http://cds.cern.ch/record/2293741