Related papers: Spatio-temporal Granger causality: a new framework
In this paper we test for Granger causality in high-dimensional vector autoregressive models (VARs) to disentangle and interpret the complex causal chains linking radiative forcings and global temperatures. By allowing for high…
We study Granger causality in the context of wide-sense stationary time series, where our focus is on the topological aspects of the underlying causality graph. We establish sufficient conditions (in particular, we develop the notion of a…
Many important phenomena in scientific fields like climate, neuroscience, and epidemiology are naturally represented as spatiotemporal gridded data with complex interactions. Inferring causal relationships from these data is a challenging…
Extracting the interaction rules of biological agents from movement sequences pose challenges in various domains. Granger causality is a practical framework for analyzing the interactions from observed time-series data; however, this…
We propose the Granger causality inference Kolmogorov-Arnold Networks (KANGCI), a novel architecture that extends the recently proposed Kolmogorov-Arnold Networks (KAN) to the domain of causal inference. By extracting base weights from KAN…
Understanding the causal interaction of time series variables can contribute to time series data analysis for many real-world applications, such as climate forecasting and extreme weather alerts. However, causal relationships are difficult…
Temporal point process as the stochastic process on continuous domain of time is commonly used to model the asynchronous event sequence featuring with occurrence timestamps. Thanks to the strong expressivity of deep neural networks, they…
In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the…
Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…
This article investigates the causality structure of financial time series. We concentrate on three main approaches to measuring causality: linear Granger causality, kernel generalisations of Granger causality (based on ridge regression and…
We introduce graphical time series models for the analysis of dynamic relationships among variables in multivariate time series. The modelling approach is based on the notion of strong Granger causality and can be applied to time series…
While most classical approaches to Granger causality detection repose upon linear time series assumptions, many interactions in neuroscience and economics applications are nonlinear. We develop an approach to nonlinear Granger causality…
Granger causality is a widely-used criterion for analyzing interactions in large-scale networks. As most physical interactions are inherently nonlinear, we consider the problem of inferring the existence of pairwise Granger causality…
Recently, there has been a revived interest in system neuroscience causation models due to their unique capability to unravel complex relationships in multi-scale brain networks. In this paper, our goal is to verify the feasibility and…
To gain insight into complex systems it is a key challenge to infer nonlinear causal directional relations from observational time-series data. Specifically, estimating causal relationships between interacting components in large systems…
Aggregating multi-subject functional magnetic resonance imaging (fMRI) data is indispensable for generating valid and general inferences from patterns distributed across human brains. The disparities in anatomical structures and functional…
Learning Granger causality for general point processes is a very challenging task. In this paper, we propose an effective method, learning Granger causality, for a special but significant type of point processes --- Hawkes process. We…
Extracting causal connections can advance interpretable AI and machine learning. Granger causality (GC) is a robust statistical method for estimating directed influences (DC) between signals. While GC has been widely applied to analysing…
A novel approach is developed for discovering directed connectivity between specified pairs of nodes in a high-dimensional network (HDN) of brain signals. To accurately identify causal connectivity for such specified objectives, it is…
We study Granger causality testing for high-dimensional time series using regularized regressions. To perform proper inference, we rely on heteroskedasticity and autocorrelation consistent (HAC) estimation of the asymptotic variance and…