171 citations
- Aristotle University of ThessalonikiGR8 papers
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- Alexander Technological Educational Institute of ThessalonikiGR1 paper
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stat.ME2020★ 1 cited
Detecting direct causality in multivariate time series: A comparative study
Angeliki Papana, Elsa Siggiridou, Dimitris Kugiumtzis
The concept of Granger causality is increasingly being applied for the characterization of directional interactions in different applications. A multivariate framework for estimati…
stat.ME2020★ 16 cited
Shortcomings of transfer entropy and partial transfer entropy: Extending them to escape the curse of dimensionality
Angeliki Papana, Ariadni Papana-Dagiasis, Elsa Siggiridou
Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivar…