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Related papers: Causality between time series

200 papers

Identifying causal relationships from observational time series data is a key problem in disciplines such as climate science or neuroscience, where experiments are often not possible. Data-driven causal inference is challenging since…

Methodology · Statistics 2019-12-03 Jakob Runge , Peer Nowack , Marlene Kretschmer , Seth Flaxman , Dino Sejdinovic

Causality analysis is a powerful tool for determining cause-and-effect relationships between variables in a system by quantifying the influence of one variable on another. Despite significant advancements in the field, many existing studies…

Numerical Analysis · Mathematics 2024-09-12 Justin Lien

This paper deals with the problem of evaluating the causal effect using observational data in the presence of an unobserved exposure/ outcome variable, when cause-effect relationships between variables can be described as a directed acyclic…

Methodology · Statistics 2012-06-18 Manabu Kuroki , Zhihong Cai

The constraints arising for a general set of causal relations, both classically and quantumly, are still poorly understood. As a step in exploring this question, we consider a coherently controlled superposition of "direct-cause" and…

Quantum Physics · Physics 2018-01-11 Adrien Feix , Časlav Brukner

We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…

Computational Finance · Quantitative Finance 2024-08-20 Daniel Cunha Oliveira , Yutong Lu , Xi Lin , Mihai Cucuringu , Andre Fujita

Information transfer between coupled stochastic dynamics, measured by transfer entropy and information flow, is suggested as a physical process underlying the causal relation of systems. While information transfer analysis has booming…

Statistical Mechanics · Physics 2022-04-29 Yang Tian , Hedong Hou , Yaoyuan Wang , Ziyang Zhang , Pei Sun

Testing for causation, defined as the preceding impact of the past values of one variable on the current value of another one when all other pertinent information is accounted for, is increasingly utilized in empirical research of the…

Econometrics · Economics 2021-06-22 Abdulnasser Hatemi-J

We propose a novel tensor-based formalism for inferring causal structures from time series. An information theoretical analysis of transfer entropy, shows that transfer entropy results from transmission of information over a set of…

Information Theory · Computer Science 2020-04-22 David Sigtermans

The landscape of causal relations that can hold among a set of systems in quantum theory is richer than in classical physics. In particular, a pair of time-ordered systems can be related as cause and effect or as the effects of a common…

Quantum Physics · Physics 2017-07-20 Katja Ried , Jean-Philippe W. MacLean , Robert W. Spekkens , Kevin J. Resch

We pursue research leading towards the nature of causality in the universe. We establish the equation of the universe's evolution from the universe-state function and its series expansion, in which causes and effects connect together to…

General Physics · Physics 2007-05-23 Nguyen Tuan Anh

Causality is omnipresent in scientists' verbalisations of their understanding, even though we have no formal consensual scientific definition for it. In Automata Networks, it suffices to say that automata "influence" one another to…

Other Computer Science · Computer Science 2016-10-28 Mathilde Noual

Inference of causality in time series has been principally based on the prediction paradigm. Nonetheless, the predictive causality approach may overlook the simultaneous and reciprocal nature of causal interactions observed in real world…

Data Analysis, Statistics and Probability · Physics 2018-10-24 Albert C. Yang , Norden E. Huang , Chung-Kang Peng

We consider the reversible processes between two one-to-one correlated measurement outcomes which underly both problem-solving and quantum nonlocality. In the former case the two outcomes are the setting and the solution of the problem, in…

Quantum Physics · Physics 2021-09-08 Giuseppe Castagnoli

We describe the interface between measure theoretic probability and causal inference by constructing causal models on probability spaces within the potential outcomes framework. We find that measure theory provides a precise and instructive…

Statistics Theory · Mathematics 2019-07-04 Irineo Cabreros , John D. Storey

The science of causality explains/determines 'cause-effect' relationship between the entities of a system by providing mathematical tools for the purpose. In spite of all the success and widespread applications of machine-learning (ML)…

Machine Learning · Computer Science 2021-12-07 Aditi Kathpalia , Keerti P. Charantimath , Nithin Nagaraj

A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…

Methodology · Statistics 2023-07-07 Francesco Cordoni , Alessio Sancetta

Causality has been the issue of philosophic debate since Hippocrates. It is used in formal verification and testing, e.g., to explain counterexamples or construct fault trees. Recent work defines actual causation in terms of Pearl's…

Logic in Computer Science · Computer Science 2019-11-01 Robert Künnemann , Deepak Garg , Michael Backes

Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms.…

Methodology · Statistics 2022-05-31 Nicolas-Domenic Reiter , Andreas Gerhardus , Jakob Runge

Causality has become a fundamental approach for explaining the relationships between events, phenomena, and outcomes in various fields of study. It has invaded various fields and applications, such as medicine, healthcare, economics,…

Artificial Intelligence · Computer Science 2024-03-19 Abraham Itzhak Weinberg , Cristiano Premebida , Diego Resende Faria

Not much has been written about the role of triggers in the literature on causal reasoning, causal modeling, or philosophy. In this paper, we focus on describing triggers and causes in the metaphysical sense and on characterizations that…

Machine Learning · Computer Science 2025-04-03 Kateřina Hlaváčková-Schindler , Rainer Wöß , Vera Pecorino , Philip Schindler