Uncovering Interactions in the Frequency Domain
نویسندگان
چکیده
منابع مشابه
Uncovering Interactions in the Frequency Domain
Oscillatory activity plays a critical role in regulating biological processes at levels ranging from subcellular, cellular, and network to the whole organism, and often involves a large number of interacting elements. We shed light on this issue by introducing a novel approach called partial Granger causality to reliably reveal interaction patterns in multivariate data with exogenous inputs and...
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Oscillatory activity plays a critical role in regulating biological processes ranging from subcellular, cellular, network to whole organism. We shed lights on this issue by introducing a novel approach called partial Granger causality to reliably reveal interactions in the data with exogenous inputs and latent variables in the frequency domain. The method is extensively tested with toy models, ...
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The interaction of BRICS stock markets with the United States is studied using an asymmetric Granger causality test based on the frequency domain. This type of analysis allows for both positive and negative shocks over different horizons. There is a clear bivariate causality that runs both ways between the United States stock market and the respective BRICS markets. In addition, both negative a...
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ژورنال
عنوان ژورنال: PLoS Computational Biology
سال: 2008
ISSN: 1553-7358
DOI: 10.1371/journal.pcbi.1000087