Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections
Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections
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DOI：
10.1103/physreve.75.056211
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发表时间：
2007-05-01
影响因子：
2.4
通讯作者：
Vejmelka, Martin
中科院分区：
文献类型：
--
作者：
Palus, Milan;Vejmelka, Martin
我们讨论了在耦合的方向性推断中遇到的一些问题，或者在两个相互作用的系统的情况下，从二元时间序列推断因果关系中遇到的一些问题。我们找出可能导致测试灵敏度降低或错误检测的因素和影响，并提出应对它们的方法，以便执行高灵敏度和低假阳性率的测试。
We discuss some problems encountered in inference of directionality of coupling, or, in the case of two interacting systems, in inference of causality from bivariate time series. We identify factors and influences that can lead to either decreased test sensitivity or false detections and propose ways to cope with them in order to perform tests with high sensitivity and a low rate of false positive results.