Causality in Time Series - ClopiNet
Causality in Time Series - ClopiNet
Causality in Time Series - ClopiNet
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Popescu(a) Unmixed colored noise(b) Mixed colored noiseFigure 2: PSI vs. DTF Scatter plots of β vs. STAT (to the left of each panel), TP vs.FP curves for different time series lengths (100, 500,1000 and 500) (right).a) colored unmixed additive noise. b) colored mixed additive noise. DTFis equivalent to Granger <strong>Causality</strong> for l<strong>in</strong>ear systems. All STAT values arejackknife mean normalized by standard deviation.58
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