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Adaptation of Partial Mutual Information from Mixed Embedding to Discrete-Valued Time Series

A causality analysis aims at estimating the interactions of the observed variables and subsequently the connectivity structure of the observed dynamical system or stochastic process. The partial mutual information from mixed embedding (PMIME) is found appropriate for the causality analysis of contin...

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Detalles Bibliográficos
Autores principales: Papapetrou, Maria, Siggiridou, Elsa, Kugiumtzis, Dimitris
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9689532/
https://www.ncbi.nlm.nih.gov/pubmed/36359599
http://dx.doi.org/10.3390/e24111505