Faculty of Physics
M.V.Lomonosov Moscow State University
Regular Article

Change in estimates of coupling by Granger causality with the level of a noise in a data link

T.M. Medvedeva, I.V. Sysoev

Memoirs of the Faculty of Physics 2015. N 4.

  • Article

The article deals with the effect of local increasing the sensitivity of nonlinear Granger causality with the growth of a noise. The method is applied to coupled nonlinear model systems with both discrete and continuous time.

87.10.Mn Stochastic modeling
T.M. Medvedeva, I.V. Sysoev
Department of Dynamic Modeling and Biomedical Engineering, Faculty of Nano- and Biomedical technologies, Chernyshevsky Saratov State University. Saratov 410012, Russia.
Issue 4, 2015

Moscow University Physics Bulletin

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