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On the Use of Transfer Entropy to Investigate the Time Horizon of Causal Influences between Signals
Understanding the details of the correlation between time series is an essential step on the route to assessing the causal relation between systems. Traditional statistical indicators, such as the Pearson correlation coefficient and the mutual information, have some significant limitations. More rec...
Autores principales: | Murari, Andrea, Lungaroni, Michele, Peluso, Emmanuele, Gaudio, Pasquale, Lerche, Ernesto, Garzotti, Luca, Gelfusa, Michela |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2018
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7513156/ https://www.ncbi.nlm.nih.gov/pubmed/33265716 http://dx.doi.org/10.3390/e20090627 |
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