%0 Journal Article
%T Identification and application about Granger causality graph of vector autoregressive model using conditional mutual information<br>向量自回归模型Granger因果图的条件互信息辨识与应用
%A WEI Yue-song
%A TIAN Zheng
%A CHEN Zhan-shou
%A <br>魏岳嵩
%A 田铮
%A 陈占寿
%J 控制理论与应用
%D 2011
%I 
%X The Granger Causality is an important basis for measuring the dynamic relationships among system variables. Traditional two-variable Granger causality analysis method is prone to inducing spurious causal relationship and can not portray the immediate causal relationship.This paper explores how to use graphical models method to analyze the Granger causal relations among components of multivariate time series.Granger causality graph of time series is presented. The structural identification of Granger causali...
%K Granger causality graph
%K multivariate time series
%K conditional mutual information
%K correlation integral
%K permutation tests<br>Granger因果图
%K 多维时间序列
%K 条件互信息
%K 关联积分
%K 置换检验
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=53D1930C2BB9CC717245B08E6BCD2DB5&yid=9377ED8094509821&vid=D3E34374A0D77D7F&iid=DF92D298D3FF1E6E&sid=CA0B5EEC0BAD621A&eid=4CA738ADDC4F9A9D&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=0&reference_num=17