Nonlinear parametric model for Granger causality of time series
نویسندگان
چکیده
منابع مشابه
Nonlinear parametric model for Granger causality of time series
The notion of Granger causality between two time series examines if the prediction of one series could be improved by incorporating information of the other. In particular, if the prediction error of the first time series is reduced by including measurements from the second time series, then the second time series is said to have a causal influence on the first one. We propose a radial basis fu...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2006
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.73.066216