Summary
International Symposium on Nonlinear Theory and its Applications
2008
Session Number:A2L-B
Session:
Number:A2L-B2
On the detection of direct and indirect interactions in multivariate networks
Bjorn Schelter, Kathrin Henschel, Jakob Nawrath, Michael Jachan, Jens Timmer,
pp.-
Publication Date:2008/9/7
Online ISSN:2188-5079
Summary:
In this manuscript we address the challenge to infer the network structure underlying multivariate systems based on observed time series, point processes, or hybrids thereof. We present a novel technique, the renormalized partial directed coherence. The performance is illustrated by means of simulations. An application to tremor data completes the presented approach.