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• W58222056 abstract "This chapter considers the concept of causal relationship between two time series based on the singular spectrum analysis. it introduces several criteria which characterize this causality. The criteria are based on the forecasting accuracy and the predictability of the direction of change. The performance of the proposed tests is examined using different real time series." @default.
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• W58222056 date "2011-03-17" @default.
• W58222056 modified "2023-09-26" @default.
• W58222056 title "A comprehensive causality test based on the singular spectrum analysis" @default.
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• W58222056 doi "https://doi.org/10.1093/acprof:oso/9780199574131.003.0018" @default.
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