Radial basis function approach to nonlinear Granger causality of time series
نویسندگان
چکیده
منابع مشابه
Radial basis function approach to nonlinear Granger causality of time series.
We consider an extension of Granger causality to nonlinear bivariate time series. In this frame, 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. Not all the nonlinear prediction schemes are suitable to evaluate causality; indeed, not all of them all...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2004
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.70.056221