Related papers: Detecting climate teleconnections with Granger cau…
Granger causality (GC) is undoubtedly the most widely used method to infer cause-effect relations from observational time series. Several nonlinear alternatives to GC have been proposed based on kernel methods. We generalize kernel Granger…
Extreme weather events, rare yet profoundly impactful, are often accompanied by severe conditions. Increasing global temperatures are poised to exacerbate these events, resulting in greater human casualties, economic losses, and ecological…
While most spatial data can be modeled with the assumption that distant points are uncorrelated, some problems require dependence at both far and short distances. We introduce a model to directly incorporate dependence in phenomena that…
Important information on the structure of complex systems, consisting of more than one component, can be obtained by measuring to which extent the individual components exchange information among each other. Such knowledge is needed to…
Global warming is leading to unprecedented changes in our planet, with great societal, economical and environmental implications, especially with the growing demand of biofuels and food. Assessing the impact of climate on vegetation is of…
We introduce a rigorous mathematical framework for Granger causality in extremes, designed to identify causal links from extreme events in time series. Granger causality plays a pivotal role in uncovering directional relationships among…
Understanding the causal interaction of time series variables can contribute to time series data analysis for many real-world applications, such as climate forecasting and extreme weather alerts. However, causal relationships are difficult…
Identifying causal relationships from observational time series data is a key problem in disciplines such as climate science or neuroscience, where experiments are often not possible. Data-driven causal inference is challenging since…
This paper contributes to the understanding of strongly coupled spatio-temporal processes by describing a generic method based on Granger causality. The method is validated by the robust identification of causality regimes and of their…
Granger causality has been employed to investigate causality relations between components of stationary multiple time series. We generalize this concept by developing statistical inference for local Granger causality for multivariate…
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…
In this paper we test for Granger causality in high-dimensional vector autoregressive models (VARs) to disentangle and interpret the complex causal chains linking radiative forcings and global temperatures. By allowing for high…
Complex network theory provides a powerful toolbox for studying the structure of statistical interrelationships between multiple time series in various scientific disciplines. In this work, we apply the recently proposed climate network…
Internal modes of climate variability, such as El Ni\~no and the North Atlantic Oscillation, can have strong influences upon distant weather patterns, effects that are referred to as "teleconnections". The extent to which anthropogenic…
To gain insight into complex systems it is a key challenge to infer nonlinear causal directional relations from observational time-series data. Specifically, estimating causal relationships between interacting components in large systems…
Recent work has provided ample evidence that global climate dynamics at time-scales between multiple weeks and several years can be severely affected by the episodic occurrence of both, internal (climatic) and external (non-climatic)…
Teleconnections between the tropical and the extratropical climates are often considered as a potential source of long-term predictability at seasonal to decadal time scales in the extratropics. This claim is taken up in the present work by…
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…
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…
Granger causal inference is a contentious but widespread method used in fields ranging from economics to neuroscience. The original definition addresses the notion of causality in time series by establishing functional dependence…