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Semiparametric detection of nonlinear causal coupling using partial directed coherence

Authors: Lucas Massaroppe; Luiz Antonio Baccalá; Koichi Sameshima;

Semiparametric detection of nonlinear causal coupling using partial directed coherence

Abstract

Infering causal relationships from observed time series has attracted much recent attention. In cases of nonlinear coupling, adequate inference is often hindered by the need to specify coupling details that call for many parameters and global minimization of nonconvex functions. In this paper we use an example to investigate a new concept, termed here running entropy mapping, whereby time series are mapped onto other entropy related time sequences whose analysis via a linear parametric time series methods, such as partial directed coherence, is able to expose the presence of formerly linearly undetectable causal relationships.

Keywords

Nonlinear Dynamics, Biological Clocks, Animals, Humans, Computer Simulation, Models, Biological, Algorithms

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
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