Radial basis function approach to nonlinear Granger causality of time series (Articolo in rivista)

Type

• Articolo in rivista (Classe)
• Prodotto della ricerca (Classe)

Label

• Radial basis function approach to nonlinear Granger causality of time series (Articolo in rivista) (literal)

Anno

• 2004-01-01T00:00:00+01:00 (literal)

Alternative label

• N. Ancona, D. Marinazzo, S. Stramaglia (2004)
  Radial basis function approach to nonlinear Granger causality of time series
  in Physical review. E, Statistical, nonlinear, and soft matter physics (Print)
  (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori

• N. Ancona, D. Marinazzo, S. Stramaglia (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume

• 70 (literal)

Rivista

• Physical review. E, Statistical, nonlinear, and soft matter physics (Rivista)

Note

• PubMe (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni

• 1Istituto di Studi sui Sistemi Intelligenti per l’Automazione, CNR, Bari, Italy 2TIRES-Center of Innovative Technologies for Signal Detection and Processing, Università di Bari, Bari, Italy 3Dipartimento Interateneo di Fisica, Bari, Italy 4Istituto Nazionale di Fisica Nucleare, Sezione di Bari, Bari, Italy (literal)

Titolo

• Radial basis function approach to nonlinear Granger causality of time series (literal)

Abstract

• 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 allow one to quantify how much knowledge of the other time series counts to improve prediction error. We present an approach with bivariate time series modeled by a generalization of radial basis functions and show its application to a pair of unidirectionally coupled chaotic maps and to physiological examples. (literal)

Prodotto di

• Sistemi Sensoriali per il Controllo di Qualità e Diagnostica (SP.P03.002.001) (Modulo)
• Institute of intelligent systems for automation (ISSIA) (Istituto)

Autore CNR

• NICOLA ANCONA (Unità di personale interno)

Incoming links:

Prodotto

• Institute of intelligent systems for automation (ISSIA) (Istituto)
• Sistemi Sensoriali per il Controllo di Qualità e Diagnostica (SP.P03.002.001) (Modulo)

Autore CNR di

• NICOLA ANCONA (Unità di personale interno)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#rivistaDi

• Physical review. E, Statistical, nonlinear, and soft matter physics (Rivista)