conference paper
Assessing Dependences within Multivariate Time Series Partializing the Knowledge of Thirds
2006
Conference on Nonlinear Theory and its Applications (NOLTA2006)
A method to estimate from multivariate measurements the dependences within a network of coupled dynamical systems is proposed. The method is non-parametric and resorts to a statistics of the eigen-spectrums of the time series partial correlation matrices. The method is successfully validated on numerically generated data, demonstrating its capability to distinguish between direct and indirect dependences.
Type
conference paper
Author(s)
Date Issued
2006
Published in
Conference on Nonlinear Theory and its Applications (NOLTA2006)
Start page
247
End page
250
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
| Event name | Event place | Event date |
Bologna, Italy | 11-14 September 2006 | |
Available on Infoscience
March 6, 2008
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