Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Analyzing Multiple Nonlinear Time Series with Extended Granger Causality   Identifying causal relations among simultaneously acquired signals is an
important problem in multivariate time series analysis. For linear stochastic
systems Granger proposed a simple procedure called the Granger causality to
detect such relations. In this work we consider nonlinear extensions of
Granger's idea and refer to the result as Extended Granger Causality. A simple
approach implementing the Extended Granger Causality is presented and applied
to multiple chaotic time series and other types of nonlinear signals. In
addition, for situations with three or more time series we propose a
conditional Extended Granger Causality measure that enables us to determine
whether the causal relation between two signals is direct or mediated by
another process.

37
The categories of this paper are: supr-con
5
The categories of this paper are: gr-qc
10
The categories of this paper are: q-bio
14
The categories of this paper are: math-ph
25
The categories of this paper are: patt-sol
12
The categories of this paper are: nucl-th
24
The categories of this paper are: dg-ga
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
33
The categories of this paper are: plasm-ph
26
The categories of this paper are: bayes-an
22
The categories of this paper are: chao-dyn
17
The categories of this paper are: q-fin
7
The categories of this paper are: hep-th
27
The categories of this paper are: comp-gas