Shortcomings of transfer entropy and partial transfer entropy: extending them to escape the curse of dimensionality (Q5148912)
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scientific article; zbMATH DE number 7306782
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| English | Shortcomings of transfer entropy and partial transfer entropy: extending them to escape the curse of dimensionality |
scientific article; zbMATH DE number 7306782 |
Statements
Shortcomings of Transfer Entropy and Partial Transfer Entropy: Extending Them to Escape the Curse of Dimensionality (English)
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5 February 2021
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Granger causality
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multivariate time series
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curse of dimensionality
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partial transfer entropy
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variable selection
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connectivity
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random forest
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0.764917254447937
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0.7338341474533081
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0.7189298868179321
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0.7023926973342896
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0.6976279616355896
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