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Pisma v Zhurnal Tekhnicheskoi Fiziki, 2018 Volume 44, Issue 10, Pages 86–95 (Mi pjtf5809)

This article is cited in 4 papers

Recovering the architecture of links in a chain of three unidirectionally coupled systems using the Granger-causality test

M. V. Kornilovab, I. V. Sysoevab

a Saratov Branch, Kotel'nikov Institute of Radio-Engineering and Electronics, Russian Academy of Sciences
b Saratov State University

Abstract: 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.

Received: 09.01.2018

DOI: 10.21883/PJTF.2018.10.46103.17201


 English version:
Technical Physics Letters, 2018, 44:5, 445–449

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