文件名称：Directionality of coupling from bivariate time series
文件大小：310KB
文件格式：PDF
更新时间：2014-08-07 07:38:08
causality bivariate time series
We discuss some problems encountered in inference of directionality of coupling, or, in the case of two interacting systems, in inference of causality from bivariate time series. We identify factors and in°uences which can lead to either decreased test sensitivity or to false detections and propose ways how to cope with them in order to perform tests with high sensitivity and low rate of false positive results.