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Evaluation of Granger Causality Measures for Constructing Networks from Multivariate Time Series

Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of Granger causality measures used to form causality networks from multivariate time series are assessed. These measures are...

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Detalles Bibliográficos
Autores principales: Siggiridou, Elsa, Koutlis, Christos, Tsimpiris, Alkiviadis, Kugiumtzis, Dimitris
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514424/
http://dx.doi.org/10.3390/e21111080