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.
Origine : Fichiers produits par l'(les) auteur(s)
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