58 citations · 125 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…
Reducing the Bias of Causality Measures
A. Papana, D. Kugiumtzis, P. G. Larsson
Measures of the direction and strength of the interdependence between two time series are evaluated and modified in order to reduce the bias in the estimation of the measures, so t…
Evaluation of Mutual Information Estimators for Time Series
Angeliki Papana, Dimitris Kugiumtzis
We study some of the most commonly used mutual information estimators, based on histograms of fixed or adaptive bin size, -nearest neighbors and kernels, and focus on optimal se…