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Chapitre D'ouvrage Année : 2008

Analysis of bivariate coupling by means of recurrence

Résumé

In the analysis of coupled systems, various techniques have been developed to model and detect dependencies from observed bivariate time series. Most well-founded methods, like Granger causality and partial coherence, are based on the theory of linear systems: on correlation functions, spectra and vector autoregressive processes. In this paper we discuss a non-linear approach using recurrence.
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Dates et versions

hal-01701452 , version 1 (05-02-2018)

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Christoph Bandt, Andreas Groth, Norbert Marwan, M. Carmen Carmen Romano, Marco Thiel, et al.. Analysis of bivariate coupling by means of recurrence. Rainer Dahlhaus; Jürgen Kurths; Peter Maass; Jens Timmer. Mathematical Methods in Signal Processing and Digital Image Analysis, Springer Berlin Heidelberg, pp.153-182, 2008, Understanding Complex Systems 978-3-540-75631-6. ⟨10.1007/978-3-540-75632-3_5⟩. ⟨hal-01701452⟩

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