Granger causality for circular variables

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 373, Issue 29, 2009, Pages 2467-2470

  Angelini, Leonardo ^a,b   Pellicoro, Mario ^a,b   Stramaglia, Sebastiano ^a,b  

^a INFN SEZIONE DI BARI   (Italy)

^b UNIVERSITY OF BARI   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

MULTIVARIANT ANALYSIS;

GRANGER CAUSALITY; MULTI VARIATE ANALYSIS; PREFERENTIAL ATTACHMENTS;

STATISTICAL TESTS;

EID: 67349237720     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2009.05.009     Document Type: Article

References (24)

1. Winfree A.T. The Geometry of Biological Time (1980), Springer, New York
2. Kuramoto Y. Chemical Oscillations, Waves and Turbulence (1984), Springer, Berlin
3. Pikovsky A., Rosenblum M., and Kurths J. Synchronization: A Universal Concept in Nonlinear Sciences (2001), Cambridge University Press, Cambridge, England
4. Boccaletti S., Kurths J., Osipov G., Valladares D.L., and Zhou C. Phys. Rep. 366 (2002) 1
5. Rosenblum M.G., and Pikovsky A. Phys. Rev. E 64 (2001) 45202R
6. Smirnov D.A., Bodrov M.B., Perez Velazquez J.L., Wennberg R.A., and Bezruchko B.P. Chaos 15 (2005) 024102
7. Boccaletti S., Latora V., Moreno Y., Chavez M., and Hwang D.U. Phys. Rep. 424 (2006) 175
8. Brede M. Phys. Lett. A 372 (2008) 2618
9. Granger C.W.J. Econometrica 37 (1969) 424
10. For a review see. Hlavackova-Schindler K., Palus M., Vejmelka M., and Bhattacharya J. Phys. Rep. 441 (2007) 1
11. Chen Y., Rangarajan G., Feng J., and Ding M. Phys. Lett. A 324 (2004) 26
12. Blinowska K.J., Kus R., and Kaminski M. Phys. Rev. E 70 (2004) 50902R
13. Seth A.K. Network Comput. Neural Syst. 16 (2005) 35
14. Faes L., Porta A., and Nollo G. Phys. Rev. E 78 (2008) 026201
15. Transfer entropy, introduced in. Schreiber T. Phys. Rev. Lett. 85 (2000) 461 measures the flow of Shannon information between two time series
16. In. Marinazzo D., et al. Phys. Rev. Lett. 100 (2008) 144103 it was shown that Granger causality implies non-zero transfer entropy
17. Dhamala M., Rangarajan G., and Ding M. NeuroImage 41 (2008) 354
18. Marinazzo D., Pellicoro M., and Stramaglia S. Phys. Rev. E 77 (2008) 056215
19. Kaminski M., Ding M., Truccolo W., and Bressler S.L. Biol. Cybernetics 85 (2001) 147
20. Tass P.A. Phys. Rev. E 67 (2003) 051902
21. Barabasi A.L., and Albert R. Science 286 (1999) 509
22. Lopez L., and Sanjuan M.A.F. Phys. Rev. E 65 (2002) 036107
23. Dunbar R.I.M. Behav. Brain Sci. 16 (1993) 681
24. Sheeba J.H., Stefanovska A., and McClintock P.V.E. Biophys. J. 95 (2008) 2722