Nonlinear extensions of new causality
New causality (NC) is a relatively recent method for inferring causal relationships between time-series data. Similar to other popular causal inference methods, like Granger causality (GC), NC can be evaluated in time or frequency domain. NC derives its value by partitioning a predictive model, grou...
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Main Authors: | Pedro C. Nariyoshi, J.R. Deller, Jr. |
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Format: | article |
Language: | EN |
Published: |
Elsevier
2021
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Subjects: | |
Online Access: | https://doaj.org/article/6bcdca33cd5149e0b8ed61fa555b378c |
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