Open AccessРеконструкция архитектуры связей в цепочке из трех однонаправленно связанных систем методом причинности по Грейнджеру
Author(s) -
M. Kornilov,
Ilya V. Sysoev
Publication year - 2018
Publication title -
pisʹma v žurnal tehničeskoj fiziki
Language(s) - English
Resource type - Journals
eISSN - 1726-7471
pISSN - 0320-0116
DOI - 10.21883/pjtf.2018.10.46103.17201
Subject(s) - granger causality , causality (physics) , nonlinear system , polynomial , computer science , mathematics , coupling (piping) , econometrics , algorithm , engineering , mathematical analysis , physics , mechanical engineering , quantum mechanics
We propose a method for reconstructing links in a chain of unidirectionally coupled systems by means of three tests for estimating direct and mediated coupling with the aid of Granger conditional causality in terms of prognostic models with polynomial nonlinearity. It is shown that this approach allows the architecture of links in these systems to be correctly identified in more than 80% of cases.