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...

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Bibliographic Details
Main Authors: Majnu John, Yihren Wu, Manjari Narayan, Aparna John, Toshikazu Ikuta, Janina Ferbinteanu
Format: Article
Language:English
Published: MDPI AG 2020-06-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/22/6/617

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