Causality indices for bivariate time series data: A comparative review of performance-Reference-Cited by-同舟云学术

Causality indices for bivariate time series data: A comparative review of performance

Published:2021-08 Issue:8 Volume:31 Page:083111
ISSN:1054-1500
Container-title:Chaos: An Interdisciplinary Journal of Nonlinear Science
language:en
Short-container-title:Chaos

Author:

Edinburgh Tom¹^ORCID,Eglen Stephen J.¹^ORCID,Ercole Ari²^ORCID

Affiliation:

1. Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Cambridge CB3 0WA, United Kingdom

2. Cambridge Centre for Artificial Intelligence in Medicine and Division of Anaesthesia, Department of Medicine, University of Cambridge, Cambridge CB2 0QQ, United Kingdom

Funder

Engineering and Physical Sciences Research Council

Publisher

AIP Publishing

Subject

Applied Mathematics,General Physics and Astronomy,Mathematical Physics,Statistical and Nonlinear Physics

Link

https://aip.scitation.org/doi/pdf/10.1063/5.0053519

Reference55 articles.

1. Investigating Causal Relations by Econometric Models and Cross-spectral Methods

2. Causal network reconstruction from time series: From theoretical assumptions to practical estimation

3. Graphical modelling of multivariate time series

4. Correlations Genuine and Spurious in Pearson and Yule

5. Detecting Causality in Complex Ecosystems

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