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Time Series Causality Inference Using the Phase Slope Index
Florin Popescu
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Oznake: computer science;machine learning;neural networks
A method recently introduced by Nolte et. al (Phys Rev Lett 100:23401, 2008) estimates the causal direction of interactions robustly with respect to instantaneous mixtures of independent sources with arbitrary spectral content, i.e. in observations which are dominated by non-white spatially correlat ...
Leto: 2009 Vir: videolectures.net
Št. zadetkov: 1
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