Granger causality and the inverse Ising problem

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 21, 2010, Pages 4747-4754

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

^a UNIVERSITY OF BARI   (Italy)

^b INFN SEZIONE DI BARI   (Italy)

Author keywords

Granger causality; Ising model; Transfer entropy

Indexed keywords

COUPLINGS; ENTROPY; ISING MODEL; LEAST SQUARES APPROXIMATIONS; STATISTICAL TESTS;

AUTOREGRESSIVE METHODS; GRANGER CAUSALITY; INFORMATION FLOWS; MULTISPIN INTERACTIONS; NUMBER OF SAMPLES; REGULARIZED LEAST SQUARES; TRANSFER ENTROPY; WEAK-COUPLING LIMITS;

INVERSE PROBLEMS;

EID: 77956180170     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.06.028     Document Type: Article

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