This method consists of (1) the definition of degree and distance, usually used in graph theory but now generalized for time series data analysis in terms of Granger causality; (2)

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SIGNAL PROCESSING FOR TELECOMMUNICATIONS AND ECONOMICS Local Storage Covert Channels.

The low and time-stable value of the dynamic conditional standard deviation of the logarithmic return of the Warsaw Stock Exchange WIG Index can be explained by the fact that

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In order to exploit the global Markov property for undirected graphs we now introduce a concept of moralization of mixed graphs which yields an undirected graph which in the case

As mentioned previously, when the distribution of time se- ries is assumed to be Gaussian, the Granger causality measure based on the likelihood ratio statistic is equivalent to the

The multivariate Granger-causality tests based on the VECM are carried out to examine both long run and short run causality.. The results of the Granger-causality tests for time

By computing three representative network characteristics of the established causal networks, the proposed approach has been applied to characterize the time series produced by

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Addressing the risk posed by rising greenhouse gas (GHG) emissions while providing more energy to support economic growth and to improve global living standards is an important issue

influence of systolic blood pressure on heart rate 兲 and ␦ 2 共dashed line, characterizing the influence of heart rate on systolic blood pressure 兲, evaluated by the method proposed

This paper proposes an extension of Granger causality when more than two variables are used in a multivariate time series model and it is necessary to consider more

We also give a geometric characterization of psd matrices satisfying the Strong Arnold Property in terms of nondegeneracy of an associ- ated semidefinite program, which we use

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