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Frequency Domain Repercussions of Instantaneous Granger Causality
Using directed transfer function (DTF) and partial directed coherence (PDC) in the information version, this paper extends the theoretical framework to incorporate the instantaneous Granger causality (iGC) frequency domain description into a single unified perspective. We show that standard vector a...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8392485/ https://www.ncbi.nlm.nih.gov/pubmed/34441177 http://dx.doi.org/10.3390/e23081037 |
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author | Baccalá, Luiz A. Sameshima, Koichi |
author_facet | Baccalá, Luiz A. Sameshima, Koichi |
author_sort | Baccalá, Luiz A. |
collection | PubMed |
description | Using directed transfer function (DTF) and partial directed coherence (PDC) in the information version, this paper extends the theoretical framework to incorporate the instantaneous Granger causality (iGC) frequency domain description into a single unified perspective. We show that standard vector autoregressive models allow portraying iGC’s repercussions associated with Granger connectivity, where interactions mediated without delay between time series can be easily detected. |
format | Online Article Text |
id | pubmed-8392485 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2021 |
publisher | MDPI |
record_format | MEDLINE/PubMed |
spelling | pubmed-83924852021-08-28 Frequency Domain Repercussions of Instantaneous Granger Causality Baccalá, Luiz A. Sameshima, Koichi Entropy (Basel) Article Using directed transfer function (DTF) and partial directed coherence (PDC) in the information version, this paper extends the theoretical framework to incorporate the instantaneous Granger causality (iGC) frequency domain description into a single unified perspective. We show that standard vector autoregressive models allow portraying iGC’s repercussions associated with Granger connectivity, where interactions mediated without delay between time series can be easily detected. MDPI 2021-08-12 /pmc/articles/PMC8392485/ /pubmed/34441177 http://dx.doi.org/10.3390/e23081037 Text en © 2021 by the authors. https://creativecommons.org/licenses/by/4.0/Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). |
spellingShingle | Article Baccalá, Luiz A. Sameshima, Koichi Frequency Domain Repercussions of Instantaneous Granger Causality |
title | Frequency Domain Repercussions of Instantaneous Granger Causality |
title_full | Frequency Domain Repercussions of Instantaneous Granger Causality |
title_fullStr | Frequency Domain Repercussions of Instantaneous Granger Causality |
title_full_unstemmed | Frequency Domain Repercussions of Instantaneous Granger Causality |
title_short | Frequency Domain Repercussions of Instantaneous Granger Causality |
title_sort | frequency domain repercussions of instantaneous granger causality |
topic | Article |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8392485/ https://www.ncbi.nlm.nih.gov/pubmed/34441177 http://dx.doi.org/10.3390/e23081037 |
work_keys_str_mv | AT baccalaluiza frequencydomainrepercussionsofinstantaneousgrangercausality AT sameshimakoichi frequencydomainrepercussionsofinstantaneousgrangercausality |