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Causal interactions in time series networks can be dynamic and nonlinear, making it difficult to identify them using conventional linear causality estimations. We propose a novel approach, called Threshold Autoregressive Modeling for…

Applications · Statistics 2025-09-19 Sipan Aslan , Hernando Ombao

Transfer Entropy, a generalisation of Granger Causality, promises to measure "information transfer" from a source to a target signal by ignoring self-predictability of a target signal when quantifying the source-target relationship. A…

Neurons and Cognition · Quantitative Biology 2022-05-23 Christoph Daube , Joachim Gross , Robin A. A. Ince

When a signal is emitted from a source, recorded by an array of transducers, time reversed and re-emitted into the medium, it will refocus approximately on the source location. We analyze the refocusing resolution in a high frequency,…

Disordered Systems and Neural Networks · Physics 2007-05-23 George Papanicolaou , Leonid Ryzhik , Knut Solna

Explaining underlying causes or effects about events is a challenging but valuable task. We define a novel problem of generating explanations of a time series event by (1) searching cause and effect relationships of the time series with…

Computation and Language · Computer Science 2018-04-26 Dongyeop Kang , Varun Gangal , Ang Lu , Zheng Chen , Eduard Hovy

Causal inference is perhaps one of the most fundamental concepts in science, beginning originally from the works of some of the ancient philosophers, through today, but also weaved strongly in current work from statisticians, machine…

Information Theory · Computer Science 2020-03-31 Sudam Surasinghe , Erik M. Bollt

A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…

Statistical Mechanics · Physics 2026-04-01 O. Politano , Alejandro L. Garcia , F. Baras , M. Malek Mansour

Time-reversal (TR) refocusing of waves is one of fundamental principles in wave physics. Using the TR approach, "Time-reversal mirrors" can physically create a time-reversed wave that exactly refocus back, in space and time, to its original…

Fluid Dynamics · Physics 2016-09-23 G. Ducrozet , M. Fink , A. Chabchoub

Causality testing, the act of determining cause and effect from measurements, is widely used in physics, climatology, neuroscience, econometrics and other disciplines. As a result, a large number of causality testing methods based on…

Data Analysis, Statistics and Probability · Physics 2018-02-20 Aditi Kathpalia , Nithin Nagaraj

Causal inference in brain networks has traditionally relied on regression-based models such as Granger causality, structural equation modeling, and dynamic causal modeling. While effective for identifying directed associations, these…

Neurons and Cognition · Quantitative Biology 2026-04-01 Moo K. Chung , Luigi Maccotta , Aaron Struck

Granger causality analysis, as one of the most popular time series causality methods, has been widely used in the economics, neuroscience. However, unobserved confounders is a fundamental problem in the observational studies, which is still…

Machine Learning · Computer Science 2019-09-10 Yuan Meng

Algorithmic Recourse (AR) aims to provide users with actionable steps to overturn unfavourable decisions made by machine learning predictors. However, these actions often take time to implement (e.g., getting a degree can take years), and…

Machine Learning · Computer Science 2025-07-11 Giovanni De Toni , Stefano Teso , Bruno Lepri , Andrea Passerini

An approach is proposed for inferring Granger causality between jointly stationary, Gaussian signals from quantized data. First, a necessary and sufficient rank criterion for the equality of two conditional Gaussian distributions is proved.…

Systems and Control · Electrical Eng. & Systems 2022-02-07 Salman Ahmadi , Girish N. Nair , Erik Weyer

We discuss the concepts and methodology to implement an experiment probing directly Time Reversal (T) non-invariance, without any experimental connection to CP violation, by the exchange of "in" and "out" states. The idea relies on the…

High Energy Physics - Phenomenology · Physics 2012-12-05 J. Bernabeu , F. Martinez-Vidal , P. Villanueva-Perez

Identifying the causal structure of systems with multiple dynamic elements is critical to several scientific disciplines. The conventional approach is to conduct statistical tests of causality, for example with Granger Causality, between…

Machine Learning · Statistics 2022-03-22 Jacek P. Dmochowski

Differential Granger causality, that is understanding how Granger causal relations differ between two related time series, is of interest in many scientific applications. Modeling each time series by a vector autoregressive (VAR) model, we…

Methodology · Statistics 2021-09-24 Yue Wang , Jing Ma , Ali Shojaie

The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear,…

Data Analysis, Statistics and Probability · Physics 2026-04-20 Teresa Dalle Nogare , Ben D. Fulcher

Information flow (or information transfer as may be called) the widely applicable general physics notion can be rigorously derived from first principles, rather than axiomatically proposed as an ansatz. Its logical association with…

Chaotic Dynamics · Physics 2015-03-31 X. San Liang

Temporal Knowledge Graphs (TKGs) incorporate temporal information to reflect the dynamic structural knowledge and evolutionary patterns of real-world facts. Nevertheless, TKGs are still limited in downstream applications due to the problem…

Machine Learning · Computer Science 2024-08-29 Jinchuan Zhang , Tianqi Wan , Chong Mu , Guangxi Lu , Ling Tian

We propose a mathematical theory for the refocusing properties observed in time-reversal experiments, where classical waves propagate through a medium, are recorded in time, then time-reversed and sent back into the medium. The salient…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Guillaume Bal , Leonid Ryzhik

Exploiting the time-reversal invariance and reciprocal properties of the lossless wave equation enables elegantly simple solutions to complex wave-scattering problems, and is embodied in the time-reversal mirror. A time-reversal mirror…

Chaotic Dynamics · Physics 2013-02-12 Matthew Frazier , Biniyam Taddese , Thomas Antonsen , Steven M. Anlage
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