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Related papers: Causality between time series

200 papers

We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily complex hypotheses in a computationally…

Statistical Finance · Quantitative Finance 2010-06-14 Samantha Kleinberg , Petter N. Kolm , Bud Mishra

From ancient philosophers to modern economists, biologists, and other researchers, there has been a continuous effort to unveil causal relations. The most formidable challenge lies in deducing the nature of the causal relationship: whether…

In this paper we consider a claim that in the natural world there is no fact of the matter about the spatio-temporal separation of events. In order to make sense of such a notion and construct useful models of the world, it is proposed to…

Neurons and Cognition · Quantitative Biology 2024-04-18 Bartosz Jura

It is shown, with two sets of indicators that separately load on two distinct factors, independent of one another conditional on the past, that if it is the case that at least one of the factors causally affects the other, then, in many…

Methodology · Statistics 2022-04-18 Tyler J. VanderWeele , Charles J. K. Batty

Without having direct access to the information that is being exchanged, traces of information flow can be obtained by looking at temporal sequences of user interactions. These sequences can be represented as causality trees whose…

Physics and Society · Physics 2013-02-04 Fernando Peruani , Lionel Tabourier

Causal inference permits us to discover covert relationships of various variables in time series. However, in most existing works, the variables mentioned above are the dimensions. The causality between dimensions could be cursory, which…

Machine Learning · Computer Science 2023-09-14 Yuanhao Liu , Dehui Du , Zihan Jiang , Anyan Huang , Yiyang Li

Causal emergence is the theory that macroscales can reduce the noise in causal relationships, leading to stronger causes at the macroscale. First identified using the effective information and later the integrated information in model…

Physics and Society · Physics 2022-02-07 Renzo Comolatti , Erik Hoel

In view of the growing complexity of modern software architectures, formal models are increasingly used to understand why a system works the way it does, opposed to simply verifying that it behaves as intended. This paper surveys approaches…

Logic in Computer Science · Computer Science 2021-05-21 Christel Baier , Clemens Dubslaff , Florian Funke , Simon Jantsch , Rupak Majumdar , Jakob Piribauer , Robin Ziemek

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

We introduce circulance, a scalar measure for classifying time series of dynamical systems. Circulance captures the extent of temporal regularity or irregularity that is encoded in the topology of a directed ordinal pattern transition…

Chaotic Dynamics · Physics 2026-01-05 Max Potratzki , Manuel Adams , Timo Bröhl , Klaus Lehnertz

Investigations of causality in operational systems aim at providing human-understandable explanations of why a system behaves as it does. There is, in particular, a demand to explain what went wrong on a given counterexample execution that…

Logic in Computer Science · Computer Science 2023-10-03 Julie Parreaux , Jakob Piribauer , Christel Baier

Investigations of causality in operational systems aim at providing human-understandable explanations of why a system behaves as it does. There is, in particular, a demand to explain what went wrong on a given counterexample execution that…

Logic in Computer Science · Computer Science 2023-08-23 Julie Parreaux , Jakob Piribauer , Christel Baier

The possibility of non-causal signal propagation is examined for various theories of dense matter. This investigation requires a discussion of definitions of causality, together with interpretations of spacetime position. Specific examples…

High Energy Physics - Theory · Physics 2008-11-26 B. D. Keister , W. N. Polyzou

Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…

Machine Learning · Computer Science 2024-03-11 Zhipeng Ma , Marco Kemmerling , Daniel Buschmann , Chrismarie Enslin , Daniel Lütticke , Robert H. Schmitt

Investigating causation in the quantum domain is crucial. Despite numerous studies of correlations in quantum many-body systems, causation, which is very distinct from correlations, has hardly been studied. We address this by demonstrating…

Quantum Physics · Physics 2025-04-24 Roopayan Ghosh , Bin Yi , Sougato Bose

This work considers the question of how convenient access to copious data impacts our ability to learn causal effects and relations. In what ways is learning causality in the era of big data different from -- or the same as -- the…

Artificial Intelligence · Computer Science 2020-05-06 Ruocheng Guo , Lu Cheng , Jundong Li , P. Richard Hahn , Huan Liu

The ability to distinguish between correlation and causation of variables in molecular systems remains an interesting and open area of investigation. In this work, we probe causality in a molecular system using two independent computational…

Chemical Physics · Physics 2025-02-27 Vittorio Del Tatto , Debarshi Banerjee , Ali Hassanali , Alessandro Laio

Causality has the potential to truly transform the way we solve a large number of real-world problems. Yet, so far, its potential largely remains to be unlocked as causality often requires crucial assumptions which cannot be tested in…

Machine Learning · Computer Science 2024-02-15 Jeroen Berrevoets , Krzysztof Kacprzyk , Zhaozhi Qian , Mihaela van der Schaar

In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…

Methodology · Statistics 2020-05-01 Erik Scharwächter , Emmanuel Müller

A causal relation between quantum agents, say Alice and Bob, is necessarily mediated by an interaction. Modelling the last one as a reversible quantum channel, an intervention of Alice can have causal influence on Bob's system, modifying…

Quantum Physics · Physics 2025-03-31 Kathleen Barsse , Paolo Perinotti , Alessandro Tosini , Leonardo Vaglini