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Causality Detection based on Information-Theoretic Approaches in Time Series Analysis
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SYSNO ASEP 0081467 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Causality Detection based on Information-Theoretic Approaches in Time Series Analysis Title Detekce kauzality v analýze časových řad pomocí informačně-teoretických přístupů Author(s) Hlaváčková-Schindler, K. (AT)
Paluš, Milan (UIVT-O) RID, SAI, ORCID
Vejmelka, Martin (UIVT-O) SAI, RID, ORCID
Bhattacharya, J. (AT)Source Title Physics Reports-Review Section of Physics Letters. - : Elsevier - ISSN 0370-1573
Roč. 441, č. 1 (2007), s. 1-46Number of pages 46 s. Language eng - English Country NL - Netherlands Keywords causality ; entropy ; mutual information ; estimation Subject RIV BB - Applied Statistics, Operational Research R&D Projects 1ET100750401 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) CEZ AV0Z10300504 - UIVT-O (2005-2011) UT WOS 000246005300001 EID SCOPUS 33947524701 DOI 10.1016/j.physrep.2006.12.004 Annotation The aim of this paper is to provide a detailed overview of information theoretic approaches for measuring causal influence in multivariate time series and to focus on diverse approaches to the entropy and mutual information estimation. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2007
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