Conditional Granger causality and partitioned Granger causality: differences and similarities.

Sheida Malekpour William A. Sethares

Published in: Biol. Cybern. (2015)

Keyphrases

granger causality
multivariate time series
impulse response
electricity consumption
error correction
functional connectivity
causal relationships
similarity measure
computational model
dimension reduction
standard deviation
autoregressive