Directionality of Coupling from Bivariate Time Series: How to Avoid False Causalities and Missed Connections

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F07%3A03132442" target="_blank" >RIV/68407700:21230/07:03132442 - isvavai.cz</a>

Alternative codes found

RIV/67985807:_____/07:00083502

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Directionality of Coupling from Bivariate Time Series: How to Avoid False Causalities and Missed Connections

Original language description

We discuss some problems encountered in inference of directionality of coupling, or, in the case of two interacting systems, in inference of causality from bivariate time series. We identify factors and influences that can lead to either decreased test sensitivity or false detections and propose ways to cope with them in order to perform tests with high sensitivity and a low rate of false positive results.

Czech name

Není k dispozici

Czech description

Není k dispozici

Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

JC - Computer hardware and software

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2007

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Physical Review E

ISSN

1539-3755

e-ISSN

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Volume of the periodical

75

Issue of the periodical within the volume

5

Country of publishing house

US - UNITED STATES

Number of pages

1

Pages from-to

056211-056211

UT code for WoS article

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EID of the result in the Scopus database

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