A Nonlinear Generalization of Spectral Granger Causality.

Fei He Hua-Liang Wei Stephen A. Billings Ptolemaios G. Sarrigiannis

Published in: IEEE Trans. Biomed. Eng. (2014)

Keyphrases

granger causality
multivariate time series
impulse response
electricity consumption
error correction
causal relationships
functional connectivity
standard deviation
denoising
frequency domain
electric power