| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 8256350 | Physica D: Nonlinear Phenomena | 2015 | 11 Pages |
Abstract
The Granger causality method using the model structure adapted to data is shown to be significantly advantageous in detecting coupling directionality and the instant time of the regime change than the standard linear method, while in some cases the sensitivity and the specificity of the adapted approach are insufficient.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ilya V. Sysoev, Marina V. Sysoeva,