Recovering the Architecture of Links in a Chain of Three Unidirectionally Coupled Systems Using the Granger-Causality Test

Recovering the Architecture of Links in a Chain of Three Unidirectionally Coupled Systems Using the Granger-Causality Test

We propose a method for reconstructing links in a chain of unidirectionally coupled systems by means of three tests for estimating direct and mediated coupling with the aid of Granger conditional causality in terms of prognostic models with polynomial nonlinearity. It is shown that this approach all...

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Bibliographic Details
Published in:Technical physics letters Vol. 44; no. 5; pp. 445 - 449
Main Authors: Kornilov, M. V., Sysoev, I. V.
Format: Journal Article
Language:English
Published: Moscow Pleiades Publishing 01-05-2018
Springer Nature B.V
Subjects:
Architecture
Chains
Classical and Continuum Physics
Links
Physics
Physics and Astronomy
Test procedures
Online Access:Get full text
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Description
Summary:We propose a method for reconstructing links in a chain of unidirectionally coupled systems by means of three tests for estimating direct and mediated coupling with the aid of Granger conditional causality in terms of prognostic models with polynomial nonlinearity. It is shown that this approach allows the architecture of links in these systems to be correctly identified in more than 80% of cases.
ISSN:1063-7850
1090-6533
DOI:10.1134/S1063785018050206