Choosing the optimal model parameters for Granger causality in application to time series with main timescale
DOI10.1016/J.CHAOS.2015.10.027zbMATH Open1355.37095OpenAlexW2198349019MaRDI QIDQ508875FDOQ508875
Authors: Maksim V. Kornilov, T. M. Medvedeva, Boris P. Bezruchko, I. V. Sysoev 
Publication date: 8 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2015.10.027
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Time series analysis of dynamical systems (37M10) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Simulation of dynamical systems (37M05)
Cites Work
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- An equation for continuous chaos
- Synchronization: a universal concept in nonlinear sciences
- Comparison of linear signal processing techniques to infer directed interactions in multivariate neural systems
- Nonlinear prediction of chaotic time series
- Linear and nonlinear causality between signals: methods, examples and neurophysiological applications
- Analyzing multiple nonlinear time series with extended Granger causality
- TESTING FOR PHASE SYNCHRONIZATION
- State space reconstruction parameters in the analysis of chaotic time series - the role of the time window length
- Detecting changes in coupling with Granger causality method from time series with fast transient processes
- Selecting time scales for empirical model construction
- Reconstruction of an evolution operator as a technique of analysis of epileptiform electric brain activity
- Influence of the choice of the model structure for working capacity of nonlinear Granger causality approach
Cited In (9)
- Noise robust approach to reconstruction of van der Pol-like oscillators and its application to Granger causality
- How to select a reasonable lag order for testing linear Granger causality?
- Influence of the choice of the model structure for working capacity of nonlinear Granger causality approach
- Reconstruction of ensembles of generalized van der Pol oscillators from vector time series
- Reconstruction of ensembles of nonlinear neurooscillators with sigmoid coupling function
- Detecting changes in coupling with Granger causality method from time series with fast transient processes
- Selecting time scales for empirical model construction
- The estimation of parameters for a complex time series Granger causal model
- Estimating the efficiency of the Granger causality method for detecting unidirectional coupling in the presence of common low frequency interference
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