Related papers: A Parametric Time Frequency-Conditional Granger Ca…
Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and…
Granger causality is among the widely used data-driven approaches for causal analysis of time series data with applications in various areas including economics, molecular biology, and neuroscience. Two of the main challenges of this…
This paper considers joint learning of multiple sparse Granger graphical models to discover underlying common and differential Granger causality (GC) structures across multiple time series. This can be applied to drawing group-level brain…
EEG-based emotion recognition holds significant promise for objective diagnosis of mood disorders. Graph neural networks (GNNs) have emerged as the dominant paradigm for modeling inter-channel dependencies in EEG, yet existing approaches…
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…
It is often useful in multivariate time series analysis to determine statistical causal relations between different time series. Granger causality is a fundamental measure for this purpose. Yet the traditional pairwise approach to Granger…
Temporal causal analysis means understanding the underlying causes behind observed variables over time. Deep learning based methods such as transformers are increasingly used to capture temporal dynamics and causal relationships beyond mere…
The literature manifests that schizophrenia is associated with alterations in brain network connectivity. We investigate whether large-scale Extended Granger Causality (lsXGC) can capture such alterations using resting-state fMRI data. Our…
When a dynamical system can be modeled as a sequence of observations, Granger causality is a powerful approach for detecting predictive interactions between its variables. However, traditional Granger causal inference has limited utility in…
Exogenous variables offer valuable supplementary information for predicting future endogenous variables. Forecasting with exogenous variables needs to consider both past-to-future dependencies (i.e., temporal correlations) and the influence…
Granger causality (GC) is often considered not an actual form of causality. Still, it is arguably the most widely used method to assess the predictability of a time series from another one. Granger causality has been widely used in many…
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…
Wahl et al. (2016, 2017) introduced the idea of Granger causality (GC) maps for Langevin systems: dynamics are localised linearly at each point in phase space as vector Ornstein-Uhlenbeck (VOU) processes, for which GCs may in principle be…
Dependence between nodes in a network is an important concept that pervades many areas including finance, politics, sociology, genomics and the brain sciences. One way to characterize dependence between components of a multivariate time…
Linear regression model (LRM) based on mean square error (MSE) criterion is widely used in Granger causality analysis (GCA), which is the most commonly used method to detect the causality between a pair of time series. However, when signals…
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…
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…
Identifying causal interactions in complex dynamical systems is a fundamental challenge across the computational sciences. Existing functional connectivity methods capture correlations but not causation. While addressing directionality,…
Causal discovery from time-series data has been a central task in machine learning. Recently, Granger causality inference is gaining momentum due to its good explainability and high compatibility with emerging deep neural networks. However,…
Causal discovery in time-series is a fundamental problem in the machine learning community, enabling causal reasoning and decision-making in complex scenarios. Recently, researchers successfully discover causality by combining neural…