Adaptation of Partial Mutual Information from Mixed Embedding to Discrete-Valued Time Series
A causality analysis aims at estimating the interactions of the observed variables and subsequently the connectivity structure of the observed dynamical system or stochastic process. The partial mutual information from mixed embedding (PMIME) is found appropriate for the causality analysis of contin...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-10-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/11/1505 |