Conference paper

Assessing Dependences within Multivariate Time Series Partializing the Knowledge of Thirds

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.


    • LANOS-CONF-2008-012

    Record created on 2008-03-06, modified on 2017-05-12

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