Information theoretic derivations for causality detection: Application to human gait

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 4669 LNCS, Issue PART 2, 2007, Pages 157-168

  Van Dijck, Gert ^a   Van Vaerenbergh, Jo ^b   Van Huile, Marc M ^a  

^a KU LEUVEN UNIVERSITY OF LEUVEN   (Belgium)

^b Arteveldehogeschool   (Belgium)

Author keywords

Conditional relative entropy; Human gait; Mutual information; Surrogate testing; VARMA GARCH

Indexed keywords

ENTROPY; GAIT ANALYSIS; TIME SERIES ANALYSIS;

CONDITIONAL RELATIVE ENTROPY; HUMAN GAIT; MUTUAL INFORMATION; SURROGATE TESTING; VARMA-GARCH;

INFORMATION THEORY;

EID: 38149122366     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-74695-9_17     Document Type: Conference Paper

References (12)

1. Bloem, B.R., Hausdorff, J.M., Visser, J.E., Giladi, N.: Falls and Freezing of Gait in Parkinson's Disease. A Review of Two Interconnected, Episodic Phenomena. Movement Disorders 19, 871-884 (2004)
2. Cover, T.M., Thomas, J. A.: Elements of Information Theory, 2nd edn. John Wiley & Sons, Hoboken, New Jersey (2006)
3. Geweke, J., Meese, R., Dent, W.: Comparing Alternative Tests of Causality in Temporal Systems. Journal of Econometrics 21, 161-194 (1983)
4. Granger, C.W.J.: Testing for Causality: a Personal Viewpoint. Journal of Econometrics Dynamic and Control 2, 329-352 (1980)
5. Hafner, C.M., Herwartz, H.: Testing for Causality in Variance using Multivariate GARCH Models, Economics Working Paper, no 2004-03, available at http://econpapers.repec.org/paper/zbwcauewp/1690.htm
6. Hausdorff, J.M.: Gait Variability: Methods, Modeling and Meaning. Journal of NeuroEngineering and Rehabilitation 2, 1-9 (2005)
7. Hausdorff, J.M., et al.: When Human Walking Becomes Random Walking: Fractal Analysis and Modeling of Gait Rhythm Fluctuations. Physica A 302, 138-147 (2001)
8. Kraskov, A., Stögbauer, H., Grassberger, P.: Estimating Mutual Information. Physical Review E 69, 1-16 (2004)
9. Ling, S., McAleer, M.: Asymptotic Theory for a Vector ARMA-GARCH Model. Econometric Theory 19, 280-310 (2003)
10. Paluš, M.: Synchronization as Adjustment of Information Rates: Detection from Bivariate Time Series. Physical Review E 63, 1-6 (2001)
11. Paninski, L.: Estimation of Entropy and Mutual Information. Neural Computation 15, 1191-1253 (2003)
12. Theiler, J., Eubank, S., Longtin, A., Galdrikian, B., Farmer, J.D.: Testing for Nonlinearity in Time Series: The Method of Surrogate Data. Physica D 58, 77-94 (1992)