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This paper is motivated by studies in neuroscience experiments to understand interactions between nodes in a brain network using different types of data modalities that capture different distinct facets of brain activity. To assess…

Global climate warming poses a significant challenge to humanity; it is associated with, e.g., rising sea level and declining Arctic sea ice. Increasing extreme events are also considered to be a result of climate…

Physics and Society · Physics 2019-01-23 Jingfang Fan , Jun Meng , Yosef Ashkenazy , Shlomo Havlin , Hans Joachim Schellnhuber

A pressing question resulting from global warming is how infectious diseases will be affected by climate change. Answering this question requires research into the effects of weather on the population dynamics of transmission and infection;…

Populations and Evolution · Quantitative Biology 2024-02-21 Laura Andrea Barrero Guevara , Sarah C Kramer , Tobias Kurth , Matthieu Domenech de Cellès

Wildfires have become one of the biggest natural hazards for environments worldwide. The effects of wildfires are heterogeneous, meaning that the magnitude of their effects depends on many factors such as geographical region, climate and…

Applications · Statistics 2021-05-10 Feliu Serra-Burriel , Pedro Delicado , Andrew T. Prata , Fernando M. Cucchietti

Granger causality, a popular method for determining causal influence between stochastic processes, is most commonly estimated via linear autoregressive modeling. However, this approach has a serious drawback: if the process being modeled…

Statistics Theory · Mathematics 2016-06-29 Lionel Barnett , Anil K. Seth

Climate projections using data driven machine learning models acting as emulators, is one of the prevailing areas of research to enable policy makers make informed decisions. Use of machine learning emulators as surrogates for…

Machine Learning · Computer Science 2023-08-24 Anmol Chaure , Ashok Kumar Behera , Sudip Bhattacharya

Over its multibillion-year history, the Earth has experienced a wide range of climates. The long-term climate is controlled by the atmospheric carbon dioxide concentration, which is regulated by marine sequestration through chemical…

Atmospheric and Oceanic Physics · Physics 2022-05-31 Mark Baum , Minmin Fu , Stephen Bourguet

The influence of climate on biodiversity is an important ecological question. Various theories try to link climate change to allelic richness and therefore to predict the impact of global warming on genetic diversity. We model the…

Applications · Statistics 2008-07-17 Liliane Bel , Avner Bar-Hen , Rachid Cheddadi , Rémy Petit

Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…

Machine Learning · Computer Science 2017-06-28 Magda Gregorová , Alexandros Kalousis , Stéphane Marchand-Maillet

Exploratory analysis of time series data can yield a better understanding of complex dynamical systems. Granger causality is a practical framework for analysing interactions in sequential data, applied in a wide range of domains. In this…

Machine Learning · Computer Science 2021-01-20 Ričards Marcinkevičs , Julia E. Vogt

Generative modeling of spatio-temporal fields is crucial for a variety of applications, including stochastic weather generators and climate-model surrogates. However, many such fields exhibit complex dependence structures that vary across…

Methodology · Statistics 2026-05-06 Carrie J. Lei-Cramer , Jian Cao , Matthias Katzfuss

We propose a method of analysis of dynamical networks based on a recent measure of Granger causality between time series, based on kernel methods. The generalization of kernel Granger causality to the multivariate case, here presented,…

Disordered Systems and Neural Networks · Physics 2009-11-13 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

We develop a multivariate functional autoregressive model (MFAR), which captures the cross-correlation among multiple functional time series and thus improves forecast accuracy. We estimate the parameters under the Bayesian dynamic linear…

Methodology · Statistics 2024-05-29 Rituparna Sen , Anandamayee Majumdar , Shubhangi Sikaria

We propose a new framework for assessing Granger causality in quantiles in unstable environments, for a fixed quantile or over a continuum of quantile levels. Our proposed test statistics are consistent against fixed alternatives, they have…

Econometrics · Economics 2024-12-09 Alexander Mayer , Dominik Wied , Victor Troster

Quantifying uncertainty in future climate projections is hindered by the prohibitive computational cost of running physical climate models, which severely limits the availability of training data. We propose a data-efficient framework for…

Methodology · Statistics 2026-02-27 Johannes Brachem , Paul F. V. Wiemann , Matthias Katzfuss

High-resolution gridded climate data are readily available from multiple sources, yet climate research and decision-making increasingly require country and region-specific climate information weighted by socio-economic factors. Moreover,…

Applications · Statistics 2024-12-23 Marco Gortan , Lorenzo Testa , Giorgio Fagiolo , Francesco Lamperti

Climate change has become a significant global concern due to its capacity to cause substantial disruption to daily life by increasing the frequency and intensity of extreme weather events. Given the rising trend of human interventions in…

Applications · Statistics 2026-04-28 Ritik Roshan Giri , Arnab Hazra

Understanding the earth's climate system and how it might be changing is a preeminent scientific challenge. Global climate models are used to simulate past, present, and future climates, and experiments are executed continuously on an array…

While most classical approaches to Granger causality detection assume linear dynamics, many interactions in real-world applications, like neuroscience and genomics, are inherently nonlinear. In these cases, using linear models may lead to…

Machine Learning · Statistics 2021-03-16 Alex Tank , Ian Covert , Nicholas Foti , Ali Shojaie , Emily Fox

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…

Machine Learning · Computer Science 2026-03-03 Gianlucca Zuin , Adriano Veloso