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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

Using causal relations to guide decision making has become an essential analytical task across various domains, from marketing and medicine to education and social science. While powerful statistical models have been developed for inferring…

Human-Computer Interaction · Computer Science 2020-09-08 Xiao Xie , Fan Du , Yingcai Wu

Causality in distributed systems is a concept that has long been explored and numerous approaches have been made to use causality as a way to trace distributed system execution. Traditional approaches usually used system profiling and newer…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-14 Ishaan Lagwankar , Kanishka Wijewardena

Causality graphs are routinely estimated in social sciences, natural sciences, and engineering due to their capacity to efficiently represent the spatiotemporal structure of multivariate data sets in a format amenable for human…

Signal Processing · Electrical Eng. & Systems 2020-11-16 Bakht Zaman , Luis Miguel Lopez Ramos , Daniel Romero , Baltasar Beferull-Lozano

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

The present study explores the intricacies of causal relationship extraction, a vital component in the pursuit of causality knowledge. Causality is frequently intertwined with temporal elements, as the progression from cause to effect is…

Computation and Language · Computer Science 2023-04-24 Xiaosong Yuan , Ke Chen , Wanli Zuo , Yijia Zhang

Causality analysis is an important problem lying at the heart of science, and is of particular importance in data science and machine learning. An endeavor during the past 16 years viewing causality as real physical notion so as to…

Artificial Intelligence · Computer Science 2021-04-26 X. San Liang

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

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 2020-11-23 Chainarong Amornbunchornvej , Elena Zheleva , Tanya Y. Berger-Wolf

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

True intelligence hinges on the ability to uncover and leverage hidden causal relations. Despite significant progress in AI and computer vision (CV), there remains a lack of benchmarks for assessing models' abilities to infer latent…

Computer Vision and Pattern Recognition · Computer Science 2025-10-31 Disheng Liu , Yiran Qiao , Wuche Liu , Yiren Lu , Yunlai Zhou , Tuo Liang , Yu Yin , Jing Ma

Inducing causal relationships from observations is a classic problem in machine learning. Most work in causality starts from the premise that the causal variables themselves are observed. However, for AI agents such as robots trying to make…

While correlation measures are used to discern statistical relationships between observed variables in almost all branches of data-driven scientific inquiry, what we are really interested in is the existence of causal dependence. Designing…

Machine Learning · Computer Science 2014-06-26 Ishanu Chattopadhyay

Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of Granger causality measures used to form causality networks…

Computation · Statistics 2020-01-08 Elsa Siggiridou , Christos Koutlis , Alkiviadis Tsimpiris , Dimitris Kugiumtzis

Causality visualization can help people understand temporal chains of events, such as messages sent in a distributed system, cause and effect in a historical conflict, or the interplay between political actors over time. However, as the…

Computation and Language · Computer Science 2020-09-08 Arjun Choudhry , Mandar Sharma , Pramod Chundury , Thomas Kapler , Derek W. S. Gray , Naren Ramakrishnan , Niklas Elmqvist

The broad concept of emergence is instrumental in various of the most challenging open scientific questions -- yet, few quantitative theories of what constitutes emergent phenomena have been proposed. This article introduces a formal theory…

Neurons and Cognition · Quantitative Biology 2021-01-27 Fernando E. Rosas , Pedro A. M. Mediano , Henrik J. Jensen , Anil K. Seth , Adam B. Barrett , Robin L. Carhart-Harris , Daniel Bor

We introduce an information-theoretic method for quantifying causality in chaotic systems. The approach, referred to as IT-causality, quantifies causality by measuring the information gained about future events conditioned on the knowledge…

Fluid Dynamics · Physics 2023-11-01 Adrián Lozano-Durán , Gonzalo Arranz , Yuenong Ling

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

Granger causality has been used for the investigation of the inter-dependence structure of the underlying systems of multi-variate time series. In particular, the direct causal effects are commonly estimated by the conditional Granger…

Methodology · Statistics 2016-04-20 Elsa Siggiridou , Dimitris Kugiumtzis

In general relativity, the causal structure between events is dynamical, but it is definite and observer-independent; events are point-like and the membership of an event A in the future or past light-cone of an event B is an…

Quantum Physics · Physics 2020-07-13 Philippe Allard Guérin , Časlav Brukner