Share Email Print
cover

Proceedings Paper

On some problems encountered in inference of causality from time series
Author(s): Milan Paluš
Format Member Price Non-Member Price
PDF $14.40 $18.00

Paper Abstract

Inference of direction of coupling, or causality, as we can say when we consider two, possibly coupled systems, is a complex and complicated task. In this paper we discuss some problems encountered in inference of causality from bivariate time series and propose ways to cope with them in order to perform tests with high sensitivity and low rate of false positive results.

Paper Details

Date Published: 15 June 2007
PDF: 12 pages
Proc. SPIE 6602, Noise and Fluctuations in Biological, Biophysical, and Biomedical Systems, 66020W (15 June 2007); doi: 10.1117/12.724603
Show Author Affiliations
Milan Paluš, Institute of Computer Science (Czech Republic)


Published in SPIE Proceedings Vol. 6602:
Noise and Fluctuations in Biological, Biophysical, and Biomedical Systems
Sergey M. Bezrukov, Editor(s)

© SPIE. Terms of Use
Back to Top