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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
Annotation

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.

PACS:
87.10.Mn Stochastic modeling
Authors
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

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