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Application of directed information and Granger causality to linear mixing for both linear and nonlinear autoregressive models. (a) Directed information with different ϵ for the linear mixing of linear AR model. (b) Granger causality with different ϵ for the linear mixing of linear AR model. (c) Directed information with different ϵ for the linear mixing of nonlinear AR model. (d) Granger causality with different ϵ for the linear mixing of nonlinear AR model.
