Mutual nonlinear prediction as a tool to evaluate coupling strength and directionality in bivariate time series: Comparison among different strategies based on k nearest neighbors

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 78, Issue 2, 2008, Pages

  Faes, Luca ^a   Porta, Alberto ^b   Nollo, Giandomenico ^a  

^a UNIVERSITY OF TRENTO   (Italy)

^b UNIVERSITY OF MILAN   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

CLASSIFICATION (OF INFORMATION); FLOW INTERACTIONS; FORECASTING;

ARTERIAL PRESSURES; BIVARIATE TIME SERIES; COUPLING STRENGTHS; HEAD-UP; HEALTHY HUMANS; HEART RATE; INTERPRETABILITY; K-NEAREST NEIGHBOR; K-NEAREST NEIGHBORS; LOCAL LINEAR; NON-LINEAR PREDICTION; SIMULATION RESULTS;

TIME SERIES ANALYSIS;

EID: 49449116543     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.78.026201     Document Type: Article

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