Neural networks with non-uniform embedding and explicit validation phase to assess Granger causality
نویسندگان
چکیده
منابع مشابه
Neural networks with non-uniform embedding and explicit validation phase to assess Granger causality
A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used approaches are a model-free one (transfer entropy) and a model-based one (Granger causality). Several pitfalls are related to the presence or absence of ass...
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ژورنال
عنوان ژورنال: Neural Networks
سال: 2015
ISSN: 0893-6080
DOI: 10.1016/j.neunet.2015.08.003