319 citations · 1.3k across the 24 of their papers we have counts for
26 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…
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…
Evaluation of algorithms for correction of transcranial magnetic stimulation induced artifacts in electroencephalograms
Panteleimon Vafeidis, Vasilios K. Kimiskidis, Dimitris Kugiumtzis
Transcranial magnetic stimulation combined with electroencephalography (TMS-EEG) is widely used to study the reactivity and connectivity of brain regions for clinical or research p…
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…
Markov chain order estimation with parametric significance tests of conditional mutual information
Maria Papapetrou, Dimitris Kugiumtzis
Besides the different approaches suggested in the literature, accurate estimation of the order of a Markov chain from a given symbol sequence is an open issue, especially when the…
Estimation of connectivity measures in gappy time series
G. Papadopoulos, D. Kugiumtzis
A new method is proposed to compute connectivity measures on multivariate time series with gaps. Rather than removing or filling the gaps, the rows of the joint data matrix contain…