Incorporation of causality structures to complex network analysis of time-varying behaviour of multivariate time series

Abstract This paper presents a new methodology for characterising the evolving behaviour of the time-varying causality between multivariate time series, from the perspective of change in the structure of the causality pattern. We propose that such evolutionary behaviour should be tracked by means of...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Leo Carlos-Sandberg, Christopher D. Clack
Formato: article
Lenguaje:EN
Publicado: Nature Portfolio 2021
Materias:
R
Q
Acceso en línea:https://doaj.org/article/5a756776cb0f46ce8a626619a361f9b0
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!