Physics – Condensed Matter – Disordered Systems and Neural Networks
Scientific paper
2006-02-07
Physics
Condensed Matter
Disordered Systems and Neural Networks
4 pages 5 figures
Scientific paper
10.1103/PhysRevE.73.066216
We generalize a previously proposed approach for nonlinear Granger causality of time series, based on radial basis function. The proposed model is not constrained to be additive in variables from the two time series and can approximate any function of these variables, still being suitable to evaluate causality. Usefulness of this measure of causality is shown in a physiological example and in the study of the feed-back loop in a model of excitatory and inhibitory neurons.
Marinazzo Daniele
Pellicoro Mario
Stramaglia Sebastiano
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