Kernel Method for Nonlinear Granger Causality
نویسندگان
چکیده
منابع مشابه
Kernel method for nonlinear granger causality.
Important information on the structure of complex systems can be obtained by measuring to what extent the individual components exchange information among each other. The linear Granger approach, to detect cause-effect relationships between time series, has emerged in recent years as a leading statistical technique to accomplish this task. Here we generalize Granger causality to the nonlinear c...
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ژورنال
عنوان ژورنال: Physical Review Letters
سال: 2008
ISSN: 0031-9007,1079-7114
DOI: 10.1103/physrevlett.100.144103