Graphs for Dependence and Causality in Multivariate Time Series

DOI10.1007/978-0-85729-974-1_7zbMATH Open1328.93242OpenAlexW159422925MaRDI QIDQ5261167FDOQ5261167

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

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

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Mathematics Subject Classification ID

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

Cited In (4)

• Directed graphs and variable selection in large vector autoregressive models
• Graphical Techniques for Selecting Explanatory Variables for Time Series Data
• EEG in the diagnostics of Alzheimer's disease
• The analysis of dependencies between time series in psychological experiments

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