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Understanding causal relationships in time series is fundamental to many domains, including neuroscience, economics, and behavioral science. Granger causality is one of the well-known techniques for inferring causality in time series.…

Artificial Intelligence · Computer Science 2025-08-04 Chakattrai Sookkongwaree , Tattep Lakmuang , Chainarong Amornbunchornvej

Multi-electrode neurophysiological recordings produce massive quantities of data. Multivariate time series analysis provides the basic framework for analyzing the patterns of neural interactions in these data. It has long been recognized…

Quantitative Methods · Quantitative Biology 2007-05-23 Mingzhou Ding , Yonghong Chen , Steven L. Bressler

A novel approach is developed for discovering directed connectivity between specified pairs of nodes in a high-dimensional network (HDN) of brain signals. To accurately identify causal connectivity for such specified objectives, it is…

Applications · Statistics 2025-05-06 Sipan Aslan , Hernando Ombao

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…

Disordered Systems and Neural Networks · Physics 2009-11-13 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

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…

Machine Learning · Statistics 2024-10-21 Juraj Bodik , Olivier C. Pasche

Identifying ``true causality'' is a fundamental challenge in complex systems research. Widely adopted methods, like the Granger causality test, capture statistical dependencies between variables rather than genuine driver-response…

Optimization and Control · Mathematics 2025-05-05 Yingzhu Liu , Shengyuan Huang , Zhongkui Li , Xiaoguang Yang , Wenjun Mei

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 causality method analyzes the time series causalities without building a complex causality graph. However, the traditional Granger causality method assumes that the causalities lie between time series channels and remain constant,…

Methodology · Statistics 2020-06-16 Zhiheng Zhang , Wenbo Hu , Tian Tian , Jun Zhu

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

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

In machine learning, exploring data correlations to predict outcomes is a fundamental task. Recognizing causal relationships embedded within data is pivotal for a comprehensive understanding of system dynamics, the significance of which is…

Machine Learning · Computer Science 2023-11-28 Simi Job , Xiaohui Tao , Taotao Cai , Haoran Xie , Lin Li , Jianming Yong , Qing Li

Granger-Geweke causality (GGC) is a powerful and popular method for identifying directed functional (`causal') connectivity in neuroscience. In a recent paper, Stokes and Purdon [1] raise several concerns about its use. They make two…

Methodology · Statistics 2018-02-07 Lionel Barnett , Adam B. Barrett , Anil K. Seth

We present Causal Generative Neural Networks (CGNNs) to learn functional causal models from observational data. CGNNs leverage conditional independencies and distributional asymmetries to discover bivariate and multivariate causal…

Dependence between nodes in a network is an important concept that pervades many areas including finance, politics, sociology, genomics and the brain sciences. One way to characterize dependence between components of a multivariate time…

Machine Learning · Statistics 2024-08-08 Malik Shahid Sultan , Samuel Horvath , Hernando Ombao

This paper is motivated by studies in neuroscience experiments to understand interactions between nodes in a brain network using different types of data modalities that capture different distinct facets of brain activity. To assess…

Causal inference revealing causal dependencies between variables from empirical data has found applications in multiple sub-fields of scientific research. A quantum perspective of correlations holds the promise of overcoming the limitation…

This paper presents Gem, a model-agnostic approach for providing interpretable explanations for any GNNs on various graph learning tasks. Specifically, we formulate the problem of providing explanations for the decisions of GNNs as a causal…

Machine Learning · Computer Science 2021-06-08 Wanyu Lin , Hao Lan , Baochun Li

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…

Chaotic Dynamics · Physics 2009-11-10 Yonghong Chen , Govindan Rangarajan , Jianfeng Feng , Mingzhou Ding

An approach is proposed for inferring Granger causality between jointly stationary, Gaussian signals from quantized data. First, a necessary and sufficient rank criterion for the equality of two conditional Gaussian distributions is proved.…

Systems and Control · Electrical Eng. & Systems 2022-02-07 Salman Ahmadi , Girish N. Nair , Erik Weyer

Graph Neural Networks (GNNs) have emerged as powerful representation learning tools for capturing complex dependencies within diverse graph-structured data. Despite their success in a wide range of graph mining tasks, GNNs have raised…

Machine Learning · Computer Science 2024-06-19 Wenzhao Jiang , Hao Liu , Hui Xiong