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Designing Bivariate Auto-Regressive Timeseries with Controlled Granger Causality |
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| Authors: | Shohei Hidaka Takuma Torii |
| Affiliation: | Japan Advanced Institute of Science and Technology, 1-1 Asahidai, Nomi 923-1292, Ishikawa, Japan; |
| Abstract: | |
| Keywords: | Granger causality transfer entropy vector auto-regressive model Lyapunov equation |