Publication Date:
2011-05-12
Description:
Author(s): Luca Faes, Giandomenico Nollo, and Alberto Porta We present an approach, framed in information theory, to assess nonlinear causality between the subsystems of a whole stochastic or deterministic dynamical system. The approach follows a sequential procedure for nonuniform embedding of multivariate time series, whereby embedding vectors are built pr... [Phys. Rev. E 83, 051112] Published Wed May 11, 2011
Keywords:
Statistical physics
Print ISSN:
1539-3755
Electronic ISSN:
1550-2376
Topics:
Physics