Characterizing time series: when Granger causality triggers complex networks
In this paper, we propose a new approach to characterize time series with noise perturbations in both the time and frequency domains by combining Granger causality and complex networks. We construct directed and weighted complex networks from time series and use representative network measures to de...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2012-01-01
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| Series: | New Journal of Physics |
| Online Access: | https://doi.org/10.1088/1367-2630/14/8/083028 |