Directionality of coupling from bivariate time series: How to avoid false causalities and missed connections

  • Paluš M
  • Vejmelka M
  • 98

    Readers

    Mendeley users who have this article in their library.
  • 129

    Citations

    Citations of this article.

Abstract

We discuss some problems encountered in inference of directionality of coupling, or, in the case of two interacting systems, in inference of causality from bivariate time series.We identify factors and influences that can lead to either decreased test sensitivity or false detections and propose ways to cope with them in order to perform tests with high sensitivity and a low rate of false positive results.

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document

Get full text

Authors

  • Milan Paluš

  • Martin Vejmelka

Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free