52 citations · 61 across the 2 of their papers we have counts for
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stat.CO2019★ 52 cited
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…
stat.CO2010★ 9 cited
Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases
Dimitris Kugiumtzis, Alkiviadis Tsimpiris
In many applications, such as physiology and finance, large time series data bases are to be analyzed requiring the computation of linear, nonlinear and other measures. Such measur…