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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…

Machine Learning · Computer Science 2024-08-09 Dongqi Fu , Yada Zhu , Hanghang Tong , Kommy Weldemariam , Onkar Bhardwaj , Jingrui He

We describe a method for inferring linear causal relations among multi-dimensional variables. The idea is to use an asymmetry between the distributions of cause and effect that occurs if both the covariance matrix of the cause and the…

Machine Learning · Statistics 2009-09-25 Dominik Janzing , Patrik O. Hoyer , Bernhard Schoelkopf

The ability to understand causality from data is one of the major milestones of human-level intelligence. Causal Discovery (CD) algorithms can identify the cause-effect relationships among the variables of a system from related…

Artificial Intelligence · Computer Science 2024-03-14 Uzma Hasan , Emam Hossain , Md Osman Gani

We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time series Granger-causes the other; in turn, it helps determine the…

Methodology · Statistics 2020-10-21 Han Lin Shang , Kaiying Ji , Ufuk Beyaztas

Discovering causal relationships from time series data is significant in fields such as finance, climate science, and neuroscience. However, contemporary techniques rely on the simplifying assumption that data originates from the same…

Machine Learning · Computer Science 2024-06-25 Sumanth Varambally , Yi-An Ma , Rose Yu

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

We analyze the interaction between stock prices of big companies in the USA and Germany using Granger Causality. We claim that the increase in pair-wise Granger causality interaction between prices in the times of crisis is the consequence…

Statistical Finance · Quantitative Finance 2022-05-16 Maryam Zamani , Sander Paekivi , Philipp Meyer , Holger Kantz

We test recent claims that causal (driver/response) relationships can be deduced from interdependencies between simultaneously measured time series. We apply two recently proposed interdependence measures which should give similar results…

chao-dyn · Physics 2009-10-31 R. Quian Quiroga , J. Arnhold , P. Grassberger

Temporal networks are commonly used to represent dynamical complex systems like social networks, simultaneous firing of neurons, human mobility or public transportation. Their dynamics may evolve on multiple time scales characterising for…

Physics and Society · Physics 2024-02-27 Elsa Andres , Alain Barrat , Márton Karsai

Exploiting robots for activities in human-shared environments, whether warehouses, shopping centres or hospitals, calls for such robots to understand the underlying physical interactions between nearby agents and objects. In particular,…

Robotics · Computer Science 2023-02-21 Luca Castri , Sariah Mghames , Marc Hanheide , Nicola Bellotto

Cascading failures triggered by trivial initial events are encountered in many complex systems. It is the interaction and coupling between components of the system that causes cascading failures. We propose a simple model to simulate…

Physics and Society · Physics 2014-01-07 Junjian Qi , Shengwei Mei

The gain-loss asymmetry, observed in the inverse statistics of stock indices is present for logarithmic return levels that are over $2\%$, and it is the result of the non-Pearson type auto-correlations in the index. These non-Pearson type…

Statistical Finance · Quantitative Finance 2016-08-24 Bulcsú Sándor , Ingve Simonsen , Bálint Zsolt Nagy , Zoltán Néda

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

As a fundamental task in long-form video understanding, temporal action detection (TAD) aims to capture inherent temporal relations in untrimmed videos and identify candidate actions with precise boundaries. Over the years, various…

Computer Vision and Pattern Recognition · Computer Science 2024-07-29 Shuming Liu , Lin Sui , Chen-Lin Zhang , Fangzhou Mu , Chen Zhao , Bernard Ghanem

Many-particle simulations of vehicle interactions have been quite successful in the qualitative reproduction of observed traffic patterns. However, the assumed interactions could not be measured, as human interactions are hard to quantify…

Statistical Mechanics · Physics 2009-11-10 Milan Krbalek , Dirk Helbing

Modern datasets often consist of numerous samples with abundant features and associated timestamps. Analyzing such datasets to uncover underlying events typically requires complex statistical methods and substantial domain expertise. A…

Machine Learning · Statistics 2025-01-28 Cencheng Shen , Darren Edge , Jonathan Larson , Carey E. Priebe

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

Contacts' temporal ordering and dynamics are crucial for understanding the transmission of infectious diseases. We introduce an interaction-driven model of an airborne disease over contact networks. We demonstrate our interaction-driven…

Social and Information Networks · Computer Science 2022-08-11 Alex Abbey , Yanir Marmor , Yuval Shahar , Osnat Mokryn

Inferring causal relationships in observational time series data is an important task when interventions cannot be performed. Granger causality is a popular framework to infer potential causal mechanisms between different time series. The…

Machine Learning · Computer Science 2022-07-22 Zexuan Yin , Paolo Barucca

Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms.…

Methodology · Statistics 2022-05-31 Nicolas-Domenic Reiter , Andreas Gerhardus , Jakob Runge