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Description length guided nonlinear unified Granger causality analysis
Most Granger causality analysis (GCA) methods still remain a two-stage scheme guided by different mathematical theories; both can actually be viewed as the same generalized model selection issues. Adhering to Occam’s razor, we present a unified GCA (uGCA) based on the minimum description length prin...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MIT Press
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10473308/ https://www.ncbi.nlm.nih.gov/pubmed/37781142 http://dx.doi.org/10.1162/netn_a_00316 |