Autoregressive causal relation: Digital filtering approach to causality measures in frequency domain

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F13%3A00208240" target="_blank" >RIV/68407700:21230/13:00208240 - isvavai.cz</a>
Result on the web
<a href="http://www.sciencedirect.com/science/article/pii/S1051200413000857" target="_blank" >http://www.sciencedirect.com/science/article/pii/S1051200413000857</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.dsp.2013.04.006" target="_blank" >10.1016/j.dsp.2013.04.006</a>

Result language
angličtina
Original language name
Autoregressive causal relation: Digital filtering approach to causality measures in frequency domain
Original language description
A novel measure of the Autoregressive Causal Relation based on a multivariate autoregressive model is proposed. It reveals the strength of the connections among a simultaneous time series and also the direction of the information flow. It is defined in the frequency domain, similar to the formerly published methods such as: Directed Transfer Function, Direct Directed Transfer Function, Partial Directed Coherence, and Generalized Partial Directed Coherence. Compared to the Granger causality concept, frequency decomposition extends the possibility to reveal the frequency rhythms participating on the information flow in causal relations. The Autoregressive Causal Relation decomposes diagonal elements of a spectral matrix and enables a user to distinguishbetween direct and indirect causal relations. The main advantage lies in its definition using power spectral densities, thus allowing for a clear interpretation of strength of causal relation in meaningful physical terms. The causal measu
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
JA - Electronics and optoelectronics
OECD FORD branch
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Project
<a href="/en/project/GD102%2F08%2FH008" target="_blank" >GD102/08/H008: Analysis and modelling biomedical and speech signals</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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