Granger causality: A review and recent advances
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 …
analyzing time series data in many application domains, from economics and finance to …
Data-driven causal analysis of observational biological time series
Complex systems are challenging to understand, especially when they defy manipulative
experiments for practical or ethical reasons. Several fields have developed parallel …
experiments for practical or ethical reasons. Several fields have developed parallel …
Neural granger causality
While most classical approaches to Granger causality detection assume linear dynamics,
many interactions in real-world applications, like neuroscience and genomics, are inherently …
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 …
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
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 …
treating these conditions is to obtain an accurate diagnosis. Machine learning algorithms …
Network structure from a characterization of interactions in complex systems
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 …
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 …
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 …
spatiotemporal dynamics of ocean and atmosphere as well as their interaction is of …
On causal discovery with convergent cross mapping
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 …
efficacy depends on a number of assumptions about the systems that generated the signals …
Embedding entropy: a nonlinear measure of dynamical causality
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 …
are various concepts of causality as well as corresponding computing algorithms based on …