Estimation of Dynamic Bivariate Correlation Using a Weighted Graph Algorithm
Dynamic correlation is the correlation between two time series across time. Two approaches that currently exist in neuroscience literature for dynamic correlation estimation are the sliding window method and dynamic conditional correlation. In this paper, we first show the limitations of these two m...
Main Authors: | , , , , , |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-06-01
|
Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/22/6/617 |