Graphs for Dependence and Causality in Multivariate Time Series

DOI10.1007/978-0-85729-974-1_7MaRDI QIDQ5261167zbMATH OpenOpenAlexFDO

Authors C. Flamm, Ulrike Kalliauer, Manfred Deistler, M. Waser, A. Graef

Publication date 2 July 2015

Published in System Identification, Environmental Modelling, and Control System Design (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-85729-974-1_7

Mathematics Subject Classification ID

Time-scale analysis and singular perturbations in control/observation systems (93C70) Stochastic systems in control theory (general) (93E03)

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Cited in

(7)

• A method for decomposing multivariate time series into a causal hierarchy within specific frequency bands
• Graphical modeling of dynamic relationships in multivariate time series
• Causal information approach to partial conditioning in multivariate data sets
• Directed graphs and variable selection in large vector autoregressive models
• EEG in the diagnostics of Alzheimer's disease
• The analysis of dependencies between time series in psychological experiments
• Graphical Techniques for Selecting Explanatory Variables for Time Series Data

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