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We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time series Granger-causes the other; in turn, it helps determine the…

Methodology · Statistics 2020-10-21 Han Lin Shang , Kaiying Ji , Ufuk Beyaztas

Granger causality has been used for the investigation of the inter-dependence structure of the underlying systems of multi-variate time series. In particular, the direct causal effects are commonly estimated by the conditional Granger…

Methodology · Statistics 2016-04-20 Elsa Siggiridou , Dimitris Kugiumtzis

The dependencies of the lagged (Pearson) correlation function on the coefficients of multivariate autoregressive models are interpreted in the framework of time series graphs. Time series graphs are related to the concept of Granger…

Statistics Theory · Mathematics 2013-10-22 Jakob Runge

Causal inference seeks to identify cause-and-effect interactions in coupled systems. A recently proposed method by Liang detects causal relations by quantifying the direction and magnitude of information flow between time series. The…

Data Analysis, Statistics and Probability · Physics 2024-03-20 Dionissios T. Hristopulos

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…

Machine Learning · Computer Science 2024-12-25 Haitao Lin , Cheng Tan , Lirong Wu , Zhangyang Gao , Zicheng Liu , Stan. Z. Li

Measures of information transfer have become a popular approach to analyze interactions in complex systems such as the Earth or the human brain from measured time series. Recent work has focused on causal definitions of information transfer…

Methodology · Statistics 2016-03-21 Jakob Runge

The explicit link between Promise Theory and Information Theory, while perhaps obvious, is laid out explicitly here. It's shown how causally related observations of promised behaviours relate to the probabilistic formulation of causal…

Multiagent Systems · Computer Science 2020-04-28 Mark Burgess

Intellectual disability (ID) is defined by an IQ under 70, in addition to deficits in two or more adaptive behaviors that affect everyday living. Throughout history, individuals with ID have often been margin-alized from society and…

Molecular Networks · Quantitative Biology 2025-08-08 Lukas Madsen Brandt , Katja Nowick , Jing Qin

This paper contributes to the understanding of strongly coupled spatio-temporal processes by describing a generic method based on Granger causality. The method is validated by the robust identification of causality regimes and of their…

Applications · Statistics 2017-09-27 Juste Raimbault

Characterising cause-effect relationships in complex systems is fundamental to understanding their underlying mechanisms. Granger causality (GC) remains a widely used computational tool for identifying causal relationships in time series…

Machine Learning · Statistics 2026-05-26 S. A. Adedayo

We consider extension of Granger causality to nonlinear bivariate time series. In this frame, if the prediction error of the first time series is reduced by including measurements from the second time series, then the second time series is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nicola Ancona , Daniele Marinazzo , Sebastiano Stramaglia

Transfer Entropy and Directed Information are information-theoretic measures of the directional dependency between stochastic processes. Following the definitions of Schreiber and Massey in discrete time, we define and evaluate these…

Probability · Mathematics 2016-04-08 Nigel J. Newton

The causal assumptions, the study design and the data are the elements required for scientific inference in empirical research. The research is adequately communicated only if all of these elements and their relations are described…

Methodology · Statistics 2015-05-01 Juha Karvanen

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…

Econometrics · Economics 2024-06-04 Marina Friedrich , Luca Margaritella , Stephan Smeekes

This paper explores the potential of the transformer models for learning Granger causality in networks with complex nonlinear dynamics at every node, as in neurobiological and biophysical networks. Our study primarily focuses on a…

Machine Learning · Computer Science 2025-10-21 Ziyu Lu , Anika Tabassum , Shruti Kulkarni , Lu Mi , J. Nathan Kutz , Eric Shea-Brown , Seung-Hwan Lim

The intuition of causation is so fundamental that almost every research study in life sciences refers to this concept. However a widely accepted formal definition of causal influence between observables is still missing. In the framework of…

Other Statistics · Statistics 2017-04-26 Andrea Auconi , Andrea Giansanti , Edda Klipp

The specific connectivity of a neuronal network is reflected in the dynamics of the signals recorded on its nodes. The analysis of how the activity in one node predicts the behaviour of another gives the directionality in their…

Quantitative Methods · Quantitative Biology 2019-11-21 Víctor J. López-Madrona , Fernanda Matias , Claudio Mirasso , Santiago Canals , Ernesto Pereda

Causality is pivotal to our understanding of the world, presenting itself in different forms: information-theoretic and relativistic, the former linked to the flow of information, the latter to the structure of space-time. Leveraging a…

General Relativity and Quantum Cosmology · Physics 2026-04-13 Maarten Grothus , V. Vilasini

We propose a new method of discovering causal relationships in temporal data based on the notion of causal compression. To this end, we adopt the Pearlian graph setting and the directed information as an information theoretic tool for…

Machine Learning · Statistics 2016-11-02 Aleksander Wieczorek , Volker Roth

This work outlines the novel application of the empirical analysis of causation, presented by Kutach, to the study of information theory and its role in physics. The central thesis of this paper is that causation and information are…

History and Philosophy of Physics · Physics 2018-12-04 Geoff Beck
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