Frequency domain Granger causality and its application in signal processing
Shuixia Guo · Computer Engineering and Applications Journal · 2008
Since Granger put forward the notation of causality in 1969,the application of Granger causality in such fields as signal processing,computational neuroscience has become more and more extensive.People can use Granger causality to analyze the direct interaction of multi-variables,and further study the inner relationship of them.But in the previous documents,people only analyze Granger causality in time domain,and the study objects are time series.People only analyze the relationship of variables through the change of time.In this paper,we study the relationship of variables in the frequency domain on the base of the results obtained from time domain,analyze in which frequency,there exist direct interaction between multi-variables.Of course our results are more meaningful.