| 非线性格兰杰因果关系在计算神经科学的应用 |
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| 引用本文： | 王一夫,陈松乔. 非线性格兰杰因果关系在计算神经科学的应用[J]. 计算机工程与应用, 2007, 43(36): 48-50 |
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| 作者姓名： | 王一夫 陈松乔 |
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| 作者单位： | [1]湖南师范大学数学与计算机科学学院,长沙410081 [2]中南大学信息科学与工程学院,长沙410081 |
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| 基金项目： | 国家自然科学基金 , 湖南省教育厅科研项目 |
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| 摘 要： | 自从格兰杰1969年提出因果关系的概念之后,格兰杰因果关系的应用越来越广泛,但都是用来分析线性时间序列数据之间的内在联系。将线性格兰杰因果关系推广到非线性的情形,首先利用核函数的方法建立非线性时间序列模型,再按照线性格兰杰因果关系的基本思想定义非线性格兰杰因果关系,最后通过一个模拟的例子验证该方法的有效性。模拟数据的结果表明,该方法能有效地分析非线性数据之间的内在联系。
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| 关 键 词： | 格兰杰因果关系 非线性 核函数 时间序列 |
| 文章编号： | 1002-8331(2007)36-0048-03 |
| 修稿时间： | 2007-08-01 |
Nonlinear Granger causality and its application in computational neuroscience |
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| WANG Yi-fu,CHEN Song-qiao. Nonlinear Granger causality and its application in computational neuroscience[J]. Computer Engineering and Applications, 2007, 43(36): 48-50 |
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| Authors: | WANG Yi-fu CHEN Song-qiao |
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| Abstract: | Since Granger put forward the notation of causality in 1969,the application of Granger causality has become more and more extensive,but it is only used to analyze the inner relationship of linear time series data.In this article,we extend linear Granger causality to the case of nonlinear.We first construct nonlinear time series model by the method of kernel function,then we definite nonlinear Granger causality as the thought of linear Granger causality.At last,we demonstrate an example to test the validity of nonlinear Granger causality.It is clear from the results that our method is effective to analyze the inner relationship of nonlinear time series. |
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| Keywords: | Granger causality nonlinear kernel function time series |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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