Assessing causality from multivariate time series

被引：100
|
作者：
Verdes, PF [1 ]
机构：
[1] Heidelberg Univ, Inst Environm Phys, D-69120 Heidelberg, Germany
来源：
PHYSICAL REVIEW E | 2005年 / 72卷 / 02期
关键词：
D O I：
10.1103/PhysRevE.72.026222
中图分类号：
O35 [流体力学]; O53 [等离子体物理学];
学科分类号：
070204 ; 080103 ; 080704 ;
摘要：
In this work we propose a general nonparametric test of causality for weakly dependent time series. More precisely, we study the problem of attribution, i.e., the proper comparison of the relative influence that two or more external dynamics trigger on a given system of interest. We illustrate the possible applications of the proposed methodology in very different fields like physiology and climate science.
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页数：9
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