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

0489765 - ÚI 2019 RIV US eng J - Journal Article
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
R&D Projects: GA MZd(CZ) NV15-33250A
Institutional support: RVO:67985807
Keywords : comparative study * causality detection * bivariate models * Granger causality * transfer entropy * convergent cross mappings
OECD category: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Impact factor: 2.353, year: 2018
https://journals.aps.org/pre/abstract/10.1103/PhysRevE.97.042207

Cited: 16

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Permanent Link: http://hdl.handle.net/11104/0284129