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Quantifying causal coupling strength: A lag-specific measure for multivariate time series related to transfer entropy

Authors

Runge,  J.
Potsdam Institute for Climate Impact Research and Cooperation Partners;

/persons/resource/heitzig

Heitzig,  Jobst
Potsdam Institute for Climate Impact Research;

/persons/resource/Marwan

Marwan,  Norbert
Potsdam Institute for Climate Impact Research;

/persons/resource/Juergen.Kurths

Kurths,  Jürgen
Potsdam Institute for Climate Impact Research;

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Citation

Runge, J., Heitzig, J., Marwan, N., Kurths, J. (2012): Quantifying causal coupling strength: A lag-specific measure for multivariate time series related to transfer entropy. - Physical Review E, 86, 61121.
https://doi.org/10.1103/PhysRevE.86.061121


Cite as: https://publications.pik-potsdam.de/pubman/item/item_18278
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