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physics.data-an2007★ 101 cited
Mitigating the effects of measurement noise on Granger causality
Hariharan Nalatore, Govindan Rangarajan, Mingzhou Ding
Computing Granger causal relations among bivariate experimentally observed time series has received increasing attention over the past few years. Such causal relations, if correctl…
physics.data-an2007★ 359 cited
Estimating Granger causality from Fourier and wavelet transforms of time series data
Mukeshwar Dhamala, Govindan Rangarajan, Mingzhou Ding
Experiments in many fields of science and engineering yield data in the form of time series. The Fourier and wavelet transform-based nonparametric methods are used widely to study…