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Cross-Scale Interactions and Information Transfer
9 references·0 citing·33 second hop
Cross-Scale Interactions and Information Transfer (2014)Cross-Scale Interactions and Information …Direct-coupling information measure from nonuniform embedding (2013)Direct-coupling information m…Causation entropy identifies indirect influences, dominance of neighbors and anticipatory couplings (2013)Causation entropy identifies …Escaping the Curse of Dimensionality in Estimating Multivariate Transfer Entropy (2012)Escaping the Curse of Dimensi…Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables (2009)Granger Causality and Transfe…Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections (2007)Directionality of coupling fr…Causality detection based on information-theoretic approaches in time series analysis (2007)Causality detection based on …Time Series Analysis, Cointegration, and Applications (2004)Time Series Analysis, Cointeg…Detecting nonlinearity in multivariate time series (1996)Detecting nonlinearity in mul…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Generating surrogate data for time series with several simultaneously measured variables (1994)Time series prediction: Forecasting the future and understanding the past (1994)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Forecasting Economic Time Series (2000)Symbolic Transfer Entropy (2008)Unraveling the cause-effect relation between time series (2014)Complex network approaches to nonlinear time series analysis (2018)Measures of Conditional Linear Dependence and Feedback Between Time Series (1984)Simulation Study of Direct Causality Measures in Multivariate Time Series (2013)Estimating the decomposition of predictive information in multivariate systems (2015)Financial networks based on Granger causality: A case study (2017)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Practical Measures of Integrated Information for Time-Series Data (2011)Cross-lagged panel networks (2025)Social perception and phenomenal causality. (1944)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Normalizing the causality between time series (2015)Information Flows? A Critique of Transfer Entropies (2016)Normalized multivariate time series causality analysis and causal graph reconstruction (2021)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Time Series Analysis: Forecasting and Control (1977)Exchange rate prediction using hybrid neural networks and trading indicators (2009)The Logic of Scientific Discovery (2013)The use of Net Promoter Score (NPS) to predict sales growth: insights from an empirical investigation (2021)INFERENCE AND CAUSALITY IN ECONOMIC TIME SERIES MODELS (1984)Analysing the information flow between financial time series (2002)Rényi’s information transfer between financial time series (2012)The Relation between Granger Causality and Directed Information Theory: A Review (2012)Spurious causalities with transfer entropy (2013)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Entropy measures, entropy estimators, and their performance in quantifying complex dynamics: Effects of artifacts, nonstationarity, and long-range correlations (2017)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2009Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables1,149 cited
  • 2007Causality detection based on information-theoretic approaches in time series analysis804 cited
  • 2012Escaping the Curse of Dimensionality in Estimating Multivariate Transfer Entropy346 cited
  • 2004Time Series Analysis, Cointegration, and Applications275 cited
  • 2007Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections267 cited
  • 2013Causation entropy identifies indirect influences, dominance of neighbors and anticipatory couplings187 cited
  • 2013Direct-coupling information measure from nonuniform embedding150 cited
  • 1996Detecting nonlinearity in multivariate time series95 cited

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