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Detecting the relationships among multivariate time series using reduced auto-regressive modeling

An information theoretic reduction of auto-regressive modeling called the Reduced Auto-Regressive (RAR) modeling is applied to several multivariate time series as a method to detect the relationships among the components in the time series. The results are compared with the results of the transfer e...

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Detalles Bibliográficos
Autores principales: Tanizawa, Toshihiro, Nakamura, Tomomichi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10012994/
https://www.ncbi.nlm.nih.gov/pubmed/36926065
http://dx.doi.org/10.3389/fnetp.2022.943239