Recovering the Architecture of Links in a Chain of Three Unidirectionally Coupled Systems Using the Granger-Causality Test

被引：6
|
作者：
Kornilov, M. V. [1 ,2 ]
Sysoev, I. V. [1 ,2 ]
机构：
[1] Russian Acad Sci, Saratov Branch, Kotelnikov Inst Radio Engn & Elect, Saratov 410019, Russia
[2] Saratov NG Chernyshevskii State Univ, Saratov 410012, Russia
来源：
TECHNICAL PHYSICS LETTERS | 2018年 / 44卷 / 05期
基金：
俄罗斯科学基金会;
关键词：
TIME-SERIES; PARAMETERS; MODEL;
D O I：
10.1134/S1063785018050206
中图分类号：
O59 [应用物理学];
学科分类号：
摘要：
We propose a method for reconstructing links in a chain of unidirectionally coupled systems by means of three tests for estimating direct and mediated coupling with the aid of Granger conditional causality in terms of prognostic models with polynomial nonlinearity. It is shown that this approach allows the architecture of links in these systems to be correctly identified in more than 80% of cases.
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页码：445 / 449
页数：5
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