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Related papers: Detecting climate teleconnections with Granger cau…

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Quantification of relations between measured variables of interest by statistical measures of dependence is a common step in analysis of climate data. The term "connectivity" is used in the network context including the study of complex…

Methodology · Statistics 2015-06-12 Jaroslav Hlinka , David Hartman , Martin Vejmelka , Dagmar Novotná , Milan Paluš

Discovering causal relationships in time series data is central in many scientific areas, ranging from economics to climate science. Granger causality is a powerful tool for causality detection. However, its original formulation is limited…

Machine Learning · Computer Science 2024-12-23 Hongyu Lin , Mohan Ren , Paolo Barucca , Tomaso Aste

Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of…

Machine Learning · Computer Science 2021-05-11 Chainarong Amornbunchornvej , Elena Zheleva , Tanya Berger-Wolf

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

The detection of cause-effect relationships from the analysis of paleoclimatic records is a crucial step to disentangle the main mechanisms at work in the climate system. Here, we show that the approach based on the generalized…

Atmospheric and Oceanic Physics · Physics 2022-11-22 Marco Baldovin , Fabio Cecconi , Antonello Provenzale , Angelo Vulpiani

We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily complex hypotheses in a computationally…

Statistical Finance · Quantitative Finance 2010-06-14 Samantha Kleinberg , Petter N. Kolm , Bud Mishra

Granger causal modeling is an emerging topic that can uncover Granger causal relationship behind multivariate time series data. In many real-world systems, it is common to encounter a large amount of multivariate time series data collected…

Machine Learning · Computer Science 2021-02-11 Yunfei Chu , Xiaowei Wang , Jianxin Ma , Kunyang Jia , Jingren Zhou , Hongxia Yang

Complex network theory provides an elegant and powerful framework to statistically investigate different types of systems such as society, brain or the structure of local and long-range dynamical interrelationships in the climate system.…

In a statistical analysis of more than a century of data we find a strong connection between strong warm El Nino winter events and high spring precipitation in a band from Southern England eastwards into Asia. This relationship is an…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Geert Jan van Oldenborgh , Gerrit Burgers , Albert Klein Tank

We propose a novel framework for studying causal inference of gene interactions using a combination of compressive sensing and Granger causality techniques. The gist of the approach is to discover sparse linear dependencies between time…

Quantitative Methods · Quantitative Biology 2015-05-28 Mo Deng , Amin Emad , Olgica Milenkovic

An estimate of the net direction of climate interactions in different geographical regions is made by constructing a directed climate network from a regular latitude-longitude grid of nodes, using a directionality index (DI) based on…

Chaotic Dynamics · Physics 2015-06-23 J. Ignacio Deza , Cristina Masoller , Marcelo Barreiro

We propose a method to reconstruct and analyze a complex network from data generated by a spatio-temporal dynamical system, relying on the nonlinear mutual information of time series analysis and betweenness centrality of complex network…

Atmospheric and Oceanic Physics · Physics 2010-02-11 Jonathan F. Donges , Yong Zou , Norbert Marwan , Juergen Kurths

Causality plays a central role in understanding interactions between variables in complex systems. These systems often exhibit state-dependent causal relationships, where both the strength and direction of causality vary with the value of…

Data Analysis, Statistics and Probability · Physics 2025-08-05 Álvaro Martínez-Sánchez , Adrián Lozano-Durán

We study Ising models for describing data and show that autoregressive methods may be used to learn their connections, also in the case of asymmetric connections and for multi-spin interactions. For each link the linear Granger causality is…

Neurons and Cognition · Quantitative Biology 2015-05-18 Mario Pellicoro , Sebastiano Stramaglia

Evaluating the magnitude of natural climate variations is important because it can greatly affect future climate policies. As an example, we examine the influence of changes in solar activity (solar wind in particular) on surface…

Atmospheric and Oceanic Physics · Physics 2018-07-12 Kiminori Itoh , Shinya Matsuo , Hiroshi Serizawa , Kazuyoshi Yamashita , Takashi Amemiya

Oceanic atmospheric oscillations and climate variability are tightly linked and both exhibit broad band spectral content that ranges, with roughly equal strength, from annual to centennial periodicity. The explanation for variability based…

Solar and Stellar Astrophysics · Physics 2024-04-23 Ian R. Edmonds

The atmosphere is chaotic. This fundamental property of the climate system makes forecasting weather incredibly challenging: it's impossible to expect weather models to ever provide perfect predictions of the Earth system beyond timescales…

Atmospheric and Oceanic Physics · Physics 2020-12-15 Elizabeth A. Barnes , Kirsten Mayer , Benjamin Toms , Zane Martin , Emily Gordon

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

Explaining underlying causes or effects about events is a challenging but valuable task. We define a novel problem of generating explanations of a time series event by (1) searching cause and effect relationships of the time series with…

Computation and Language · Computer Science 2018-04-26 Dongyeop Kang , Varun Gangal , Ang Lu , Zheng Chen , Eduard Hovy

We use ordinal patterns and symbolic analysis to construct global climate networks and uncover long and short term memory processes. The data analyzed is the monthly averaged surface air temperature (SAT field) and the results suggest that…

Atmospheric and Oceanic Physics · Physics 2015-05-20 Marcelo Barreiro , Arturo C. Marti , Cristina Masoller