Granger causality for circular variables

DOI10.1016/J.PHYSLETA.2009.05.009zbMATH Open1231.62156arXiv0902.2341OpenAlexW2145082833MaRDI QIDQ662966FDOQ662966

L. Angelini, M. Pellicoro, S. Stramaglia

Publication date: 13 February 2012

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

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.

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)

Cites Work

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

Cited In (2)

• Geometric and long run aspects of Granger causality
• The extended Granger causality analysis for Hodgkin–Huxley neuronal models

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