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Granger causality, commonly used for inferring causal structures from time series data, has been adopted in widespread applications across various fields due to its intuitive explainability and high compatibility with emerging deep neural…

Machine Learning · Computer Science 2024-06-18 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological…

Applications · Statistics 2016-09-08 Lionel Barnett , Anil K. Seth

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

Granger causality is a commonly used method for uncovering information flow and dependencies in a time series. Here we introduce JGC (Jacobian Granger Causality), a neural network-based approach to Granger causality using the Jacobian as a…

Machine Learning · Computer Science 2022-05-20 Suryadi , Yew-Soon Ong , Lock Yue Chew

Transfer entropy is an established method for quantifying directed statistical dependencies in neuroimaging and complex systems datasets. The pairwise (or bivariate) transfer entropy from a source to a target node in a network does not…

Information Theory · Computer Science 2020-05-05 Leonardo Novelli , Fatihcan M. Atay , Jürgen Jost , Joseph T. Lizier

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

Through several studies, it has been highlighted that mobility patterns in mobile networks are driven by human behaviors. This effect has been particularly observed in intermittently connected networks like DTN (Delay Tolerant Networks).…

Networking and Internet Architecture · Computer Science 2012-05-16 Mohamed-Haykel Zayani , Vincent Gauthier , Ines Slama , Djamal Zeghlache

Identifying causal relations among simultaneously acquired signals is an important problem in multivariate time series analysis. For linear stochastic systems Granger proposed a simple procedure called the Granger causality to detect such…

Chaotic Dynamics · Physics 2009-11-10 Yonghong Chen , Govindan Rangarajan , Jianfeng Feng , Mingzhou Ding

Inferring causal relationships in observational time series data is an important task when interventions cannot be performed. Granger causality is a popular framework to infer potential causal mechanisms between different time series. The…

Machine Learning · Computer Science 2022-07-22 Zexuan Yin , Paolo Barucca

Inference of causality is central in nonlinear time series analysis and science in general. A popular approach to infer causality between two processes is to measure the information flow between them in terms of transfer entropy. Using…

Chaotic Dynamics · Physics 2015-04-16 Jie Sun , Erik M. Bollt

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

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

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

Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of Granger causality measures used to form causality networks…

Computation · Statistics 2020-01-08 Elsa Siggiridou , Christos Koutlis , Alkiviadis Tsimpiris , Dimitris Kugiumtzis

Estimating total treatment effects in the presence of network interference typically requires knowledge of the underlying interaction structure. However, in many practical settings, network data is either unavailable, incomplete, or…

Methodology · Statistics 2026-02-05 Albert Tan , Sadegh Shirani , James Nordlund , Mohsen Bayati

Through several studies, it has been highlighted that mobility patterns in mobile networks are driven by human behaviors. This effect has been particularly observed in intermittently connected networks like DTN (Delay Tolerant Networks).…

Networking and Internet Architecture · Computer Science 2015-03-19 Mohamed-Haykel Zayani , Vincent Gauthier , Ines Slama , Djamal Zeghlache

Granger causality (GC), a popular statistical method for the inference of directional influences between time series measured from a complex network, is sensitive to high-order (non-pairwise) interactions which fundamentally shape the…

Network classification has a variety of applications, such as detecting communities within networks and finding similarities between those representing different aspects of the real world. However, most existing work in this area focus on…

Social and Information Networks · Computer Science 2018-08-08 Kun Tu , Jian Li , Don Towsley , Dave Braines , Liam D. Turner

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

The characterisation of neuronal connectivity is one of the most important matters in neuroscience. In this work, we show that a recently proposed informational quantity, the causal mutual information, employed with an appropriate…

Neurons and Cognition · Quantitative Biology 2018-02-14 F. S. Borges , E. L. Lameu , K. C. Iarosz , P. R. Protachevicz , I. L. Caldas , R. L. Viana , E. E. N. Macau , A. M. Batista , M. S. Baptista