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Multivariate time series (MTS) forecasting is an essential problem in many fields. Accurate forecasting results can effectively help decision-making. To date, many MTS forecasting methods have been proposed and widely applied. However,…

Machine Learning · Computer Science 2021-12-16 Ziheng Duan , Haoyan Xu , Yida Huang , Jie Feng , Yueyang Wang

Decadal temperature prediction provides crucial information for quantifying the expected effects of future climate changes and thus informs strategic planning and decision-making in various domains. However, such long-term predictions are…

Machine Learning · Computer Science 2023-04-20 Jinfu Ren , Yang Liu , Jiming Liu

Satellite and ground-based observations are used to explore the composite oceanic - atmospheric link known as the El Ni\~no/La Ni\~na Southern Oscillation (ENSO) phenomenon, which is closely associated with extreme weather events (e.g. heat…

Atmospheric and Oceanic Physics · Physics 2017-08-22 Costas A. Varotsos , Arthur P. Cracknell

The concept of Granger causality is increasingly being applied for the characterization of directional interactions in different applications. A multivariate framework for estimating Granger causality is essential in order to account for…

Methodology · Statistics 2020-11-04 Angeliki Papana , Elsa Siggiridou , Dimitris Kugiumtzis

In recent years extensive studies on the Earth's climate system have been carried out by means of advanced complex network statistics. The great majority of these studies, however, have been focusing on investigating correlation structures…

Atmospheric and Oceanic Physics · Physics 2020-10-20 Marc Wiedermann , Jonathan F. Donges , Dörthe Handorf , Jürgen Kurths , Reik V. Donner

Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. Developed originally in the field of econometrics, it has since found application in a broader arena, particularly in neuroscience.…

Mathematical Physics · Physics 2015-05-14 Lionel Barnett , Adam B Barrett , Anil K. Seth

The skill of seasonal precipitation forecasts is assessed worldwide -grid point by grid point- for the forty-years period 1961-2000. To this aim, the ENSEMBLES multi-model hindcast is considered. Although predictability varies with region,…

Atmospheric and Oceanic Physics · Physics 2017-04-20 R. Manzanas , M. D. Frías , A. S. Cofiño , J. M. Gutiérrez

We construct directed and weighted climate networks based on near surface air temperature to investigate the global impacts of El Nino and La Nina. We find that regions which are characterized by higher positive or negative network in…

Atmospheric and Oceanic Physics · Physics 2016-09-05 Jingfang Fan , Jun Meng , Yosef Ashkenazy , Shlomo Havlin

The complex network framework has been successfully applied to the analysis of climatological data, providing, for example, a better understanding of the mechanisms underlying reduced predictability during El Ni\~no or La Ni\~na years.…

Atmospheric and Oceanic Physics · Physics 2015-06-16 Giulio Tirabassi , Cristina Masoller

Estimating causal relations is vital in understanding the complex interactions in multivariate time series. Non-linear coupling of variables is one of the major challenges inaccurate estimation of cause-effect relations. In this paper, we…

Machine Learning · Computer Science 2021-10-19 Wasim Ahmad , Maha Shadaydeh , Joachim Denzler

Coordinated responses to environmental stimuli are critical for multicellular organisms. To overcome the obstacles of cell-to-cell heterogeneity and noisy signaling dynamics within individual cells, cells must effectively exchange…

Biological Physics · Physics 2022-10-12 Guanyu Li , Ryan LeFebre , Alia Starman , Patrick Chappell , Andrew Mugler , Bo Sun

We present a new framework for learning Granger causality networks for multivariate categorical time series, based on the mixture transition distribution (MTD) model. Traditionally, MTD is plagued by a nonconvex objective,…

Methodology · Statistics 2017-06-12 Alex Tank , Emily B. Fox , Ali Shojaie

Given two time series, can one tell, in a rigorous and quantitative way, the cause and effect between them? Based on a recently rigorized physical notion namely information flow, we arrive at a concise formula and give this challenging…

Methodology · Statistics 2014-03-27 X. San Liang

We introduce graphical time series models for the analysis of dynamic relationships among variables in multivariate time series. The modelling approach is based on the notion of strong Granger causality and can be applied to time series…

Statistics Theory · Mathematics 2011-07-18 Michael Eichler

We analyze by means of Granger causality the effect of synergy and redundancy in the inference (from time series data) of the information flow between subsystems of a complex network. Whilst we show that fully conditioned Granger causality…

Quantitative Methods · Quantitative Biology 2015-06-19 Sebastiano Stramaglia , Jesus M. Cortes , Daniele Marinazzo

Different definitions of links in climate networks may lead to considerably different network topologies. We construct a network from climate records of surface level atmospheric temperature in different geographical sites around the globe…

Atmospheric and Oceanic Physics · Physics 2015-06-22 Oded C. Guez , Avi Gozolchiani , Shlomo Havlin

Granger causality is a widely-used criterion for analyzing interactions in large-scale networks. As most physical interactions are inherently nonlinear, we consider the problem of inferring the existence of pairwise Granger causality…

Machine Learning · Computer Science 2020-01-15 Saurabh Khanna , Vincent Y. F. Tan

Directed information theory deals with communication channels with feedback. When applied to networks, a natural extension based on causal conditioning is needed. We show here that measures built from directed information theory in networks…

Information Theory · Computer Science 2011-11-02 P. O. Amblard , O. J. J. Michel

The specific connectivity of a neuronal network is reflected in the dynamics of the signals recorded on its nodes. The analysis of how the activity in one node predicts the behaviour of another gives the directionality in their…

Quantitative Methods · Quantitative Biology 2019-11-21 Víctor J. López-Madrona , Fernanda Matias , Claudio Mirasso , Santiago Canals , Ernesto Pereda

Characterising cause-effect relationships in complex systems is fundamental to understanding their underlying mechanisms. Granger causality (GC) remains a widely used computational tool for identifying causal relationships in time series…

Machine Learning · Statistics 2026-05-26 S. A. Adedayo