137 citations · 206 across the 4 of their papers we have counts for
4 papers
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…
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…
Evaluation of Granger causality measures for constructing networks from multivariate time series
Elsa Siggiridou, Christos Koutlis, Alkiviadis Tsimpiris +1
Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of G…
Granger Causality in Multi-variate Time Series using a Time Ordered Restricted Vector Autoregressive Model
Elsa Siggiridou, Dimitris Kugiumtzis
Granger causality has been used for the investigation of the inter-dependence structure of the underlying systems of multi-variate time series. In particular, the direct causal eff…