The Effect of a Hidden Source on the Estimation of Connectivity Networks from Multivariate Time Series
Many methods of Granger causality, or broadly termed connectivity, have been developed to assess the causal relationships between the system variables based only on the information extracted from the time series. The power of these methods to capture the true underlying connectivity structure has be...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-02-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/2/208 |