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Physical Review E
Measures of the direction and strength of the interdependence between two time series are evaluated and modified in order to reduce the bias in the estimation of the measures, so that they give zero values when there is no causal effect. For this, point shuffling is employed as used in the frame of surrogate data. This correction is not specific to a particular measure and it is implemented here on measures based on state space reconstruction and information measures. The performance of thedoi:10.1103/physreve.83.036207 pmid:21517575 fatcat:b3ckaanvlffdbkodc4ggnd3eyq