| 频域格兰杰因果关系及其在信号处理中的应用 |
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| 引用本文： | 郭水霞. 频域格兰杰因果关系及其在信号处理中的应用[J]. 计算机工程与应用, 2008, 44(3): 5-7 |
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| 作者姓名： | 郭水霞 |
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| 作者单位： | 湖南师范大学数学与计算机科学学院 长沙410081 |
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| 基金项目： | 国家自然科学基金 , 湖南师范大学校科研和教改项目 |
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| 摘 要： | 自从格兰杰1969年提出因果关系的概念之后,格兰杰因果关系在信号处理、计算神经科学等许多领域的应用越来越广。人们可以利用格兰杰因果关系来分析多个变量之间的直接的相互作用,从而进一步研究各类变量之间的内在联系。以往都是在时域空间进行分析的,也就是说分析的对象都是时间序列数据,研究这些变量之间随着时间的变化是如何联系的。在时域空间的基础上,进一步从频域空间上对变量进行研究,分析在哪个频率段上变量之间存在相互作用,所得到的结论当然更具有意义。
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| 关 键 词： | 格兰杰因果关系 频率 分解 |
| 文章编号： | 1002-8331(2008)03-0005-03 |
| 修稿时间： | 2007-09-01 |
Frequency domain Granger causality and its application in signal processing |
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| GUO Shui-xia. Frequency domain Granger causality and its application in signal processing[J]. Computer Engineering and Applications, 2008, 44(3): 5-7 |
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| Authors: | GUO Shui-xia |
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| Abstract: | Since Granger put forward the notation of causality in 1969,the application of Granger causality in such fields as signal processing,computational neuroscience has become more and more extensive.People can use Granger causality to analyze the direct interaction of multi-variables,and further study the inner relationship of them.But in the previous documents,people only analyze Granger causality in time domain,and the study objects are time series.People only analyze the relationship of variables through the change of time.In this paper,we study the relationship of variables in the frequency domain on the base of the results obtained from time domain,analyze in which frequency,there exist direct interaction between multi-variables.Of course our results are more meaningful. |
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| Keywords: | Granger causality frequency decomposition |
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