Article

Measuring Granger-causal effects in multivariate time series by system editing

2018-12-21

Abstract excerpt

1. What is the role of each node in a system of many interconnected nodes? This can be quantified by comparing the dynamics of the nodes in the intact system, with their modified dynamics in the edited system, where one node is deleted. In detail, the spectra are calculated from a causal multivariate autoregressive model for the intact system. Next, without re-estimation, one node is deleted from the model and the...

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Literature Corpus work: f3d62eff-a392-5a07-9883-1fdba8ba769d
DOI: 10.1101/504068

Open publication

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