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This article is cited in 4 scientific papers (total in 4 papers)
Recovering the architecture of links in a chain of three unidirectionally coupled systems using the Granger-causality test
M. V. Kornilovab, I. V. Sysoevab a Saratov Branch, Kotel'nikov Institute of Radio-Engineering and Electronics, Russian Academy of Sciences
b Saratov State University
Abstract:
We propose a method for reconstructing links in a chain of unidirectionally coupled systems by means of three tests for estimating direct and mediated coupling with the aid of Granger conditional causality in terms of prognostic models with polynomial nonlinearity. It is shown that this approach allows the architecture of links in these systems to be correctly identified in more than 80% of cases.
Received: 09.01.2018
Citation:
M. V. Kornilov, I. V. Sysoev, “Recovering the architecture of links in a chain of three unidirectionally coupled systems using the Granger-causality test”, Pisma v Zhurnal Tekhnicheskoi Fiziki, 44:10 (2018), 86–95; Tech. Phys. Lett., 44:5 (2018), 445–449
Linking options:
https://www.mathnet.ru/eng/pjtf5809 https://www.mathnet.ru/eng/pjtf/v44/i10/p86
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Abstract page: | 42 | Full-text PDF : | 5 |
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