Granger causality and information flow in multivariate processes
Granger causality and information flow in multivariate processes
复制标题
DOI：
10.1103/physreve.70.050902
复制
发表时间：
2004-11-01
影响因子：
2.4
通讯作者：
Kaminski, M
中科院分区：
文献类型：
--
作者：
Blinowska, KJ;Kus, R;Kaminski, M
考虑了格兰杰因果关系的多变量与双变量指标。格兰杰因果关系在应用于多变量生理时间序列时具有通道间信息流动的意义。通过模拟和实验脑电图信号的例子表明，在相互依赖的通道的情况下，方向性的双变量估计给出错误的结果，因此，多变量的措施，如定向传递函数，应用于确定的信息流。
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.