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...
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| Main Authors: | , |
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| Format: | article |
| Language: | EN |
| Published: |
Nature Portfolio
2021
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| Subjects: | |
| Online Access: | https://doaj.org/article/5a756776cb0f46ce8a626619a361f9b0 |
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