Quantitative analysis of directional strengths in jointly stationary linear multivariate processes

DOI10.1007/s00422-010-0386-6zbMath1266.92002OpenAlexW2016847569WikidataQ83987868 ScholiaQ83987868MaRDI QIDQ2376488

Arun K. Tangirala, S. Gigi

Publication date: 21 June 2013

Published in: Biological Cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00422-010-0386-6

zbMATH Keywords

quantificationinterferencepartial directed coherencemultivariate processdirected transfer function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural biology (92C20) General biology and biomathematics (92B05) Computational methods for problems pertaining to biology (92-08)

Related Items

Reconstruction of missing data in multivariate processes with applications to causality analysis ⋮ Measuring frequency domain Granger causality for multiple blocks of interacting time series ⋮ Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis ⋮ Progress in root cause and fault propagation analysis of large-scale industrial processes ⋮ Quantification of interaction in multiloop control systems using directed spectral decomposition ⋮ Signed directed graph based modeling and its validation from process knowledge and process data

Uses Software

• astsa

Cites Work

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• On the evaluation of information flow in multivariate systems by the directed transfer function
• On the use of a linear model for the identification of feedback systems
• Representations of jointly stationary stochastic feedback processes†
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Graphical interaction models for multivariate time series.

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