Granger causality and cross recurrence plots in rheochaos.

نویسندگان

  • Rajesh Ganapathy
  • Govindan Rangarajan
  • A K Sood
چکیده

Our stress relaxation measurements on wormlike micelles using a Rheo-SALS (rheology + small angle light scattering) apparatus allow simultaneous measurements of the stress and the scattered depolarized intensity. The latter is sensitive to orientational ordering of the micelles. To determine the presence of causal influences between the stress and the depolarized intensity time series, we have used the technique of linear and nonlinear Granger causality. We find there exists a feedback mechanism between the two time series and that the orientational order has a stronger causal effect on the stress than vice versa. We have also studied the phase space dynamics of the stress and the depolarized intensity time series using the recently developed technique of cross recurrence plots (CRPs). The presence of diagonal line structures in the CRPs unambiguously proves that the two time series share similar phase space dynamics.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Impact of Human Capital on FDI with New Evidence from Bootstrap Panel Granger Causality Analysis

T his study evaluates the causality relationship between human capital and foreign direct investment inflow in twenty-six OIC (the Organization of Islamic Cooperation) countries over the period 1970–2014. We employed the panel Granger non-causality testing approach of Kònya (2006) that is based on seemingly unrelated regression (SUR) systems, and Wald tests with country specific boot...

متن کامل

Stock Market Interactions between the BRICS and the United States: Evidence from Asymmetric Granger Causality Tests in the Frequency Domain

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...

متن کامل

The Short and Long Run Causality between Agglomeration and Productivity

This study is to investigate the short- and long-run causal relationship between agglomeration (localization and urbanization) economies and labor productivity in the manufacturing sector of 28 Iranian provinces over an 11-year period, 2001–2011. Fully Modified Ordinary Least Squares (FMOLS) method was used to estimate our long-run panel data model. The empirical findings suggested that localiz...

متن کامل

Core Inflation and Economic Growth, Does Nonlinearity Matters? A Nonlinear Granger Causality Analysis

T his empirical analysis endeavors to trace out the causal nexus between core inflation and economic growth from the perspective of twenty worlds’ leading economy with the help of the nonlinear Granger causality approach by using time series data from 1981 to 2016. Based on nonlinear Granger causality results, it has been found that there is unidirectional casualty running from core ...

متن کامل

اثرات کوتاه‌مدت و بلندمدت مخارج دولت و تورم بر سرمایه‌گذاری بخش خصوصی در ایران

This article examines the relationships between government expenditures (current and capital) and private investment over the period of 1959- 2007 in Iran. To examine the long and short run relationships between model variables, the dynamic auto regression approach with distributed lag (ARDL) and the standard Granger causality relationship has been used. Findings indicate that based on long and...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Physical review. E, Statistical, nonlinear, and soft matter physics

دوره 75 1 Pt 2  شماره 

صفحات  -

تاریخ انتشار 2007