The Relation between Granger Causality and Directed Information Theory: A Review
نویسندگان
چکیده
منابع مشابه
The Relation between Granger Causality and Directed Information Theory: A Review
This report reviews the conceptual and theoretical links between Granger causality and directed information theory. We begin with a short historical tour of Granger causality, concentrating on its closeness to information theory. The definitions of Granger causality based on prediction are recalled, and the importance of the observation set is discussed. We present the definitions based on cond...
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ژورنال
عنوان ژورنال: Entropy
سال: 2012
ISSN: 1099-4300
DOI: 10.3390/e15010113