The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.
Granger causality and information flow in multivariate processes
Abstract
The multivariate versus bivariate measures of Granger causality were considered. Granger causality in the application to multivariate physiological time series has the meaning of the information flow between channels. It was shown by means of simulations and by the example of experimental electroencephalogram signals that bivariate estimates of directionality in case of mutually interdependent channels give erroneous results, therefore multivariate measures such as directed transfer function should be used for determination of the information flow.
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Cites
A new look at the statistical model identification
Akaike, H. (1974) · IEEE Transactions on Automatic Control · doi:10.1109/tac.1974.1100705 · Cited by 51,879
Investigating causal relations by econometric models and cross-spectral methods
Granger, C. W. J. (1969) · Econometrica · doi:10.2307/1912791 · Cited by 22,989
A new method of the description of the information flow in the brain structures
Kaminski, M. J., & Blinowska, K. J. (1991) · Biological Cybernetics · doi:10.1007/bf00198091 · Cited by 1,047
Self-citationKorzeniewska, A., Mańczak, M., Kamiński, M., Blinowska, K. J., & Kasicki, S. (2003) · Journal of Neuroscience Methods · doi:10.1016/s0165-0270(03)00052-9 · Cited by 375
Self-citation
Cited by
Causality detection based on information-theoretic approaches in time series analysis
HLAVACKOVASCHINDLER, K., PALUS, M., VEJMELKA, M., & BHATTACHARYA, J. (2007) · Physics Reports · doi:10.1016/j.physrep.2006.12.004 · Cited by 800
Cortex and memory: emergence of a new paradigm
Fuster, J. M. (2009) · Journal of Cognitive Neuroscience · doi:10.1162/jocn.2009.21280 · Cited by 559
Mitigating the effects of measurement noise on Granger causality
Nalatore, H., Ding, M., & Rangarajan, G. (2007) · Physical Review E · doi:10.1103/physreve.75.031123 · Cited by 98
Chan, J. S., Wibral, M., Stawowsky, C., Brandl, M., Helbling, S., Naumer, M. J., Kaiser, J., & Wollstadt, P. (2021) · Frontiers in Aging Neuroscience · doi:10.3389/fnagi.2021.631599 · Cited by 49
Xie, C., Ma, L., Jiang, N., Huang, R., Li, L., Gong, L., He, C., Xiao, C., Liu, W., Xu, S., et al. (2017) · Brain Imaging and Behavior · doi:10.1007/s11682-016-9585-7 · Cited by 13
Metadata
- Authors
- Blinowska, K. J., Kuś, R., & Kamiński, M.
- Venue
- Physical Review E
- Publisher
- American Physical Society (APS)
- Published
- 2004-11-22
- Volume
- 70
- Issue
- 5
- Pages
- 050902-050902
- ISSN
- 1539-3755 (ISSN-L)
- 1550-2376
- OpenAlex
- W2056895937
- Cited by
- 258
- References
- 4
- FWCI
- 27.66
- Type
- journal article
- Language
- en
- Open access
- closed
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- Blinowska, K. J., Kuś, R., & Kamiński, M. (2004). Granger causality and information flow in multivariate processes. Physical Review E. https://doi.org/10.1103/physreve.70.050902
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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