PREDICTABILITY IMPROVEMENT AS AN ASYMMETRICAL MEASURE OF INTERDEPENDENCE IN BIVARIATE TIME SERIES

DOI10.1142/S0218127404009314zbMath1064.37070MaRDI QIDQ4669036

Joydeep Bhattacharya, Ute Feldmann

Publication date: 15 April 2005

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

zbMATH Keywords

predictioncouplingbrainEEGinformation transferMixed-state embedding

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Biomedical imaging and signal processing (92C55) Dynamical systems in biology (37N25)

Related Items (7)

Combining Data-Driven Root Cause Analysis Methods in an Extended Root Cause Priority List ⋮ Measuring synchronization in coupled model systems: a comparison of different approaches ⋮ METHODS FOR QUANTIFYING THE CAUSAL STRUCTURE OF BIVARIATE TIME SERIES ⋮ Progress in root cause and fault propagation analysis of large-scale industrial processes ⋮ Causality, dynamical systems and the arrow of time ⋮ Causation and information flow with respect to relative entropy ⋮ Revealing direction of coupling between neuronal oscillators from time series: Phase dynamics modeling versus partial directed coherence

Cites Work

• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

This page was built for publication: PREDICTABILITY IMPROVEMENT AS AN ASYMMETRICAL MEASURE OF INTERDEPENDENCE IN BIVARIATE TIME SERIES