A study for multiscale information transfer measures based on conditional mutual information.

As the big data science develops, efficient methods are demanded for various data analysis. Granger causality provides the prime model for quantifying causal interactions. However, this theoretic model does not meet the requirement for real-world data analysis, because real-world time series are div...

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Bibliographic Details
Main Authors: Xiaogeng Wan, Lanxi Xu
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2018-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0208423