- Comparison of Six Methods for the Detection of Causality in a Bivaria…
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Comparison of Six Methods for the Detection of Causality in a Bivariate Time Series

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    0489765 - ÚI 2019 RIV US eng J - Článek v odborném periodiku
    Krakovská, A. - Jakubík, J. - Chvosteková, M. - Coufal, David - Jajcay, Nikola - Paluš, Milan
    Comparison of Six Methods for the Detection of Causality in a Bivariate Time Series.
    Physical Review E. Roč. 97, č. 4 (2018), č. článku 042207. ISSN 2470-0045. E-ISSN 2470-0053
    Grant CEP: GA MZd(CZ) NV15-33250A
    Institucionální podpora: RVO:67985807
    Klíčová slova: comparative study * causality detection * bivariate models * Granger causality * transfer entropy * convergent cross mappings
    Obor OECD: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
    Impakt faktor: 2.353, rok: 2018 ; AIS: 0.77, rok: 2018
    Web výsledku:
    https://journals.aps.org/pre/abstract/10.1103/PhysRevE.97.042207DOI: https://doi.org/10.1103/PhysRevE.97.042207
    Trvalý link: http://hdl.handle.net/11104/0284129
     
     
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