Granger causality for circular variables

DOI10.1016/J.PHYSLETA.2009.05.009MaRDI QIDQ662966zbMATHOpenAlexFDO

Authors L. Angelini, M. Pellicoro, S. Stramaglia

Publication date 13 February 2012

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0902.2341

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Abstract: In this letter we discuss use of Granger causality to the analyze systems of coupled circular variables, by modifying a recently proposed method for multivariate analysis of causality. We show the application of the proposed approach on several Kuramoto systems, in particular one living on networks built by preferential attachment and a model for the transition from deeply to lightly anaesthetized states. Granger causalities describe the flow of information among variables.

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Cites work

• Analyzing multiple nonlinear time series with extended Granger causality
• Emergence of Scaling in Random Networks
• Synchronization: a universal concept in nonlinear sciences
• Synchrony-optimized networks of non-identical Kuramoto oscillators
• The synchronization of chaotic systems

Cited in

(3)

• Torus graphs for multivariate phase coupling analysis
• The extended Granger causality analysis for Hodgkin-Huxley neuronal models
• Geometric and long run aspects of Granger causality

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