Testing Frequency-Domain Causality in Multivariate Time Series.
Luca FaesAlberto PortaGiandomenico NolloPublished in: IEEE Trans. Biomed. Eng. (2010)
Keyphrases
- frequency domain
- multivariate time series
- granger causality
- spatial domain
- impulse response
- fourier transform
- multivariate time series data
- categorical data
- subband
- temporal data
- feature extraction
- denoising
- spatial structure
- dimension reduction
- power spectra
- temporal patterns
- three dimensional
- autoregressive
- higher order