Search results for "Non-uniform embedding"

Neural networks with non-uniform embedding and explicit validation phase to assess Granger causality

2015

A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used approaches are a model-free one (transfer entropy) and a model-based one (Granger causality). Several pitfalls are related to the presence or absence of assumptions in modeling the relevant features of the data. We tried to overcome those pitfalls using a neural network approach in which a model is built without any a priori assumptions. In this sense this method can be seen as a bridge between model-free and model-based approaches. The experiments perfo…