ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)

time series

About the history of econophysics, nonlinear and evolutionary economics

The paper is devoted to the history of physics and evolutionary biology to economics. This influence began with the birth of economics as a separate field of scientific knowledge and changed  with the development of physics and biology. Strengthening the role of statistical methods in the  physics of the twentieth century, the birth of nonlinear physics, biology, evolution is reflected in the  economy and finance, resulting in the appearance of such area as econophysics, nonlinear and  evolutionary economics.

Diagnostics and correction of systematic error while estimating transfer entropy with k-nearest neighbours method

Transfer entropy is widely used to detect the directed coupling in oscillatory systems from their observed time series. The systematic error is detected, while estimating transfer entropy between nonlinear systems with K-nearest neighbours method. The way to minimize this error is suggested: the error is decreasing with increase of the neighbour number. The possibility to detect the systematic error is shown using two sets of measured data.

Optimization of granger causation method parameters for the study of limbic epilepsy

Purpose. The aim is to reveal the dependence of Granger causality results on chosen time scales of constructed empirical models in application to the task of investigation of evolution of coupling between brain areas during limbic seizures. Methods. We use combination of methods for coupling analysis of the experimental time series and approaches to modeling from the first principles, which reproduce the main time and frequency properties of the experimental signals.