Chaos (Woodbury, N.Y.)
Detecting causal relations among symbolic time series.
Fernando Delbianco, Federico Contiggiani, Andrés Fioriti, Fernando Tohmé
Published: 202610.1063/5.0288709
Abstract
Symbolic time series analyses are used in economics and other social sciences as a way of reducing the impact of noise on data and to exhibit more clearly the evolution of time series. We show that causality tests applied to symbolic series may fail…
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