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Comparison of Six Methods for the Detection of Causality in a Bivariate Time Series
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SYSNO 0489765 Title Comparison of Six Methods for the Detection of Causality in a Bivariate Time Series Author(s) Krakovská, A. (SK)
Jakubík, J. (SK)
Chvosteková, M. (SK)
Coufal, David (UIVT-O) RID, SAI, ORCID
Jajcay, Nikola (UIVT-O) RID, ORCID, SAI
Paluš, Milan (UIVT-O) RID, SAI, ORCIDCorespondence/senior Krakovská, A. - Korespondující autor Source Title Physical Review E. Roč. 97, č. 4 (2018). - : American Physical Society Article number 042207 Document Type Článek v odborném periodiku Grant NV15-33250A GA MZd - Ministry of Health (MZ), CZ - Czech Republic Institutional support UIVT-O - RVO:67985807 Language eng Country US Keywords comparative study * causality detection * bivariate models * Granger causality * transfer entropy * convergent cross mappings URL https://journals.aps.org/pre/abstract/10.1103/PhysRevE.97.042207 Permanent Link http://hdl.handle.net/11104/0284129
Number of the records: 1