Granger causality: A review and recent advances

A Shojaie, EB Fox - Annual Review of Statistics and Its …, 2022 - annualreviews.org
Introduced more than a half-century ago, Granger causality has become a popular tool for
analyzing time series data in many application domains, from economics and finance to …

Data-driven causal analysis of observational biological time series

AE Yuan, W Shou - Elife, 2022 - elifesciences.org
Complex systems are challenging to understand, especially when they defy manipulative
experiments for practical or ethical reasons. Several fields have developed parallel …

Neural granger causality

A Tank, I Covert, N Foti, A Shojaie… - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
While most classical approaches to Granger causality detection assume linear dynamics,
many interactions in real-world applications, like neuroscience and genomics, are inherently …

The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR

TLD Huynh - Resources Policy, 2020 - Elsevier
This study employs a fresh perspective to investigate the causal relationship between
uncertainty, measured via the two proxies of Economic Policy Uncertainty (EPU) and the …

EEG functional connectivity and deep learning for automatic diagnosis of brain disorders: Alzheimer's disease and schizophrenia

CL Alves, AM Pineda, K Roster… - Journal of Physics …, 2022 - iopscience.iop.org
Mental disorders are among the leading causes of disability worldwide. The first step in
treating these conditions is to obtain an accurate diagnosis. Machine learning algorithms …

Network structure from a characterization of interactions in complex systems

T Rings, T Bröhl, K Lehnertz - Scientific Reports, 2022 - nature.com
Many natural and man-made complex dynamical systems can be represented by networks
with vertices representing system units and edges the coupling between vertices. If edges of …

Interpretable multi-scale neural network for granger causality discovery

C Fan, Y Wang, Y Zhang… - ICASSP 2023-2023 IEEE …, 2023 - ieeexplore.ieee.org
We propose a novel multi-scale neural network for Granger causality discovery (MSNGC) in
multivariate time series. Compared with existing counterparts, our model avoids the explicit …

Dynamics and causalities of atmospheric and oceanic data identified by complex networks and Granger causality analysis

AK Charakopoulos, GA Katsouli… - Physica A: Statistical …, 2018 - Elsevier
Understanding the underlying processes and extracting detailed characteristics of
spatiotemporal dynamics of ocean and atmosphere as well as their interaction is of …

On causal discovery with convergent cross mapping

K Butler, G Feng, PM Djurić - IEEE Transactions on Signal …, 2023 - ieeexplore.ieee.org
Convergent cross mapping is a principled causal discovery technique for signals, but its
efficacy depends on a number of assumptions about the systems that generated the signals …

Embedding entropy: a nonlinear measure of dynamical causality

J Shi, L Chen, K Aihara - Journal of The Royal Society …, 2022 - royalsocietypublishing.org
Research on concepts and computational methods of causality has a long history, and there
are various concepts of causality as well as corresponding computing algorithms based on …