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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Bibliographic Details
Main Authors: Pedro C. Nariyoshi, J.R. Deller, Jr.
Format: article
Language:EN
Published: Elsevier 2021
Subjects:
Online Access:https://doaj.org/article/6bcdca33cd5149e0b8ed61fa555b378c
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