title: Finding weak directional coupling in multiscale time series.
abstract: We propose a method to identify the direction of interactions between the components of a coupled system from observed data. This method tries to identify the direction of coupling for various severe conditions including for nonlinear dynamics, small sample size, weak coupling strength, noisy and multiscale data, and multistructure systems. Thus, it appears to be a promising method for real-world problems encountered in a variety of disciplines, such as physics, economics, and biology.
authors.affiliation: Department of Electrical and Computer Engineering, University of Alberta, Edmonton, Alberta, Canada, T6G 2V4. ar.alizad@ualberta.ca
authors.forename: A R
authors.initials: AR
authors.lastname: Alizad-Rahvar
authors.forename: M
authors.initials: M
authors.lastname: Ardakani
mesh_terms: D000465:Algorithms; D003198:Computer Simulation; D005246:Feedback; D008962:Models, Theoretical; D012815:Signal Processing, Computer-Assisted