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We present a new framework for learning Granger causality networks for multivariate categorical time series, based on the mixture transition distribution (MTD) model. Traditionally, MTD is plagued by a nonconvex objective,…

Methodology · Statistics 2017-06-12 Alex Tank , Emily B. Fox , Ali Shojaie

Cities are typical dynamic complex systems that connect people and facilitate interactions. Revealing universal collective patterns behind spatio-temporal interactions between residents is crucial for various urban studies, of which we are…

Physics and Society · Physics 2024-06-11 Chenxin Liu , Yu Yang , Bingsheng Chen , Tianyu Cui , Fan Shang , Jingfang Fan , Ruiqi Li

This paper addresses the problem of inferring circulation of information between multiple stochastic processes. We discuss two possible frameworks in which the problem can be studied: directed information theory and Granger causality. The…

Information Theory · Computer Science 2011-11-02 Pierre-Olivier Amblard , Olivier J. J. Michel

In an intelligent transportation system, the effects and relations of traffic flow at different points in a network are valuable features which can be exploited for control system design and traffic forecasting. In this paper, we define the…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Sina Molavipour , Germán Bassi , Mladen Čičić , Mikael Skoglund , Karl Henrik Johansson

Experiments in many fields of science and engineering yield data in the form of time series. The Fourier and wavelet transform-based nonparametric methods are used widely to study the spectral characteristics of these time series data.…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Mukeshwar Dhamala , Govindan Rangarajan , Mingzhou Ding

In evolving complex systems such as air traffic and social organizations, collective effects emerge from their many components' dynamic interactions. While the dynamic interactions can be represented by temporal networks with nodes and…

Social and Information Networks · Computer Science 2017-09-21 Tiago P. Peixoto , Martin Rosvall

We introduce a dynamical spatio-temporal model formalized as a recurrent neural network for forecasting time series of spatial processes, i.e. series of observations sharing temporal and spatial dependencies. The model learns these…

Machine Learning · Computer Science 2018-04-24 Ali Ziat , Edouard Delasalles , Ludovic Denoyer , Patrick Gallinari

Identifying directed interactions between species from time series of their population densities has many uses in ecology. This key statistical task is equivalent to causal time series inference, which connects to the Granger causality (GC)…

Populations and Evolution · Quantitative Biology 2020-11-10 Frederic Barraquand , Coralie Picoche , Matteo Detto , Florian Hartig

Objectives: We develop a framework for the analysis of synergy and redundancy in the pattern of information flow between subsystems of a complex network. Methods: The presence of redundancy and/or synergy in multivariate time series data…

Information Theory · Computer Science 2016-05-17 Sebastiano Stramaglia , Leonardo Angelini , Guorong Wu , Jesus M. Cortés , Luca Faes , Daniele Marinazzo

Causal reasoning is often challenging with spatial data, particularly when handling high-dimensional inputs. To address this, we propose a neural network (NN) based framework integrated with an approximate Gaussian process to manage spatial…

Machine Learning · Computer Science 2024-12-06 Ziyang Jiang , Zach Calhoun , Yiling Liu , Lei Duan , David Carlson

In this paper, we introduce different concepts of Granger causality and contemporaneous correlation for multivariate stationary continuous-time processes to model different dependencies between the component processes. Several equivalent…

Statistics Theory · Mathematics 2024-08-13 Vicky Fasen-Hartmann , Lea Schenk

Directed information theory deals with communication channels with feedback. When applied to networks, a natural extension based on causal conditioning is needed. We show here that measures built from directed information theory in networks…

Information Theory · Computer Science 2011-11-02 P. O. Amblard , O. J. J. Michel

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…

Neurons and Cognition · Quantitative Biology 2024-08-06 Abdoreza Asadpour , KongFatt Wong-Lin

Sharing spectrum with a communicating incumbent user (IU) network requires avoiding interference to IU receivers. But since receivers are passive when in the receive mode and cannot be detected, the network topology can be used to predict…

Networking and Internet Architecture · Computer Science 2018-03-14 Mihir Laghate , Danijela Cabric

We introduce a probabilistic generative model for disentangling spatio-temporal disease trajectories from series of high-dimensional brain images. The model is based on spatio-temporal matrix factorization, where inference on the sources is…

Machine Learning · Statistics 2019-10-11 Clement Abi Nader , Nicholas Ayache , Philippe Robert , Marco Lorenzi

Many large-scale applications can be elegantly represented using graph structures. Their scalability, however, is often limited by the domain knowledge required to apply them. To address this problem, we propose a novel Causal Temporal…

Machine Learning · Computer Science 2023-03-20 Abigail Langbridge , Fearghal O'Donncha , Amadou Ba , Fabio Lorenzi , Christopher Lohse , Joern Ploennigs

Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…

Machine Learning · Computer Science 2021-12-16 Ziheng Duan , Haoyan Xu , Yida Huang , Jie Feng , Yueyang Wang

We describe a simple spatial model of urban growth for systems of cities at the macroscopic scale, which combines direct interaction between cities and an indirect effect of physical network flows as population growth drivers. The model is…

Physics and Society · Physics 2018-04-26 Juste Raimbault

Understanding network flows such as commuter traffic in large transportation networks is an ongoing challenge due to the complex nature of the transportation infrastructure and of human mobility. Here we show a first-principles based method…

Physics and Society · Physics 2014-10-21 Yihui Ren , Mária Ercsey-Ravasz , Pu Wang , Marta C. González , Zoltán Toroczkai

Understanding how urban systems and traffic dynamics co-evolve is crucial for advancing sustainable and resilient cities. However, their bidirectional causal relationships remain underexplored due to challenges of simultaneously inferring…

Physics and Society · Physics 2025-10-30 Yatao Zhang , Ye Hong , Song Gao , Martin Raubal
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