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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

Contagion dynamics in complex networks drive critical phenomena such as epidemic spread and information diffusion,but their analysis remains computationally prohibitive in large-scale, high-complexity systems. Here, we introduce the…

Physics and Society · Physics 2024-12-31 Leyang Xue , Zengru Di , An Zeng

Which joint interactions in the human gait cycle can be used as biometric characteristics? Most current methods on gait recognition suffer from the lack of interpretability. We propose an interpretable feature representation of gait…

Computer Vision and Pattern Recognition · Computer Science 2022-12-09 Michal Balazia , Katerina Hlavackova-Schindler , Petr Sojka , Claudia Plant

It becomes increasingly popular to perform mediation analysis for complex data from sophisticated experimental studies. In this paper, we present Granger Mediation Analysis (GMA), a new framework for causal mediation analysis of multiple…

Methodology · Statistics 2017-09-18 Yi Zhao , Xi Luo

Granger-causality in the frequency domain is an emerging tool to analyze the causal relationship between two time series. We propose a bootstrap test on unconditional and conditional Granger-causality spectra, as well as on their…

Statistical Finance · Quantitative Finance 2021-04-07 Matteo Farné , Angela Montanari

Causal analysis and classification of injury severity applying non-parametric methods for traffic crashes has received limited attention. This study presents a methodological framework for causal inference, using Granger causality analysis,…

Machine Learning · Computer Science 2021-12-08 Meghna Chakraborty , Timothy Gates , Subhrajit Sinha

Classical causal models, such as Granger causality and structural equation modeling, are largely restricted to acyclic interactions and struggle to represent cyclic and higher-order dynamics in complex networks. We introduce a causal…

Neurons and Cognition · Quantitative Biology 2026-04-21 Moo K. Chung , D. Vijay Anand , Anass B El-Yaagoubi , Jae-Hun Jung , Anqi Qiu , Hernando Ombao

Identifying causal relations among multi-variate time series is one of the most important elements towards understanding the complex mechanisms underlying the dynamic system. It provides critical tools for forecasting, simulations and…

Machine Learning · Computer Science 2023-02-22 Yang Sun , Yifan Xie

While most classical approaches to Granger causality detection repose upon linear time series assumptions, many interactions in neuroscience and economics applications are nonlinear. We develop an approach to nonlinear Granger causality…

Machine Learning · Statistics 2018-06-26 Alex Tank , Ian Cover , Nicholas J. Foti , Ali Shojaie , Emily B. Fox

In the present research, the effectiveness of large-scale Augmented Granger Causality (lsAGC) as a tool for gauging brain network connectivity was examined to differentiate between marijuana users and typical controls by utilizing…

Signal Processing · Electrical Eng. & Systems 2024-10-25 Ali Vosoughi , Akhil Kasturi , Axel Wismueller

Objective: This work introduces a framework for multivariate time series analysis aimed at detecting and quantifying collective emerging behaviors in the dynamics of physiological networks. Methods: Given a network system mapped by a vector…

Applications · Statistics 2025-02-04 Luca Faes , Gorana Mijatovic , Laura Sparacino , Alberto Porta

Wahl et al. (2016, 2017) introduced the idea of Granger causality (GC) maps for Langevin systems: dynamics are localised linearly at each point in phase space as vector Ornstein-Uhlenbeck (VOU) processes, for which GCs may in principle be…

Mathematical Physics · Physics 2026-01-13 Lionel Barnett , Benjamin Wahl , Nadine Spychala , Anil K. Seth

Understanding the relationships between different properties of data, such as whether a connectome or genome has information about disease status, is becoming increasingly important in modern biological datasets. While existing approaches…

Machine Learning · Statistics 2024-06-27 Joshua T. Vogelstein , Eric Bridgeford , Qing Wang , Carey E. Priebe , Mauro Maggioni , Cencheng Shen

Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…

Machine Learning · Computer Science 2026-04-29 Muhammad Hasan Ferdous , Md Osman Gani

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

With the advancement of neural networks, diverse methods for neural Granger causality have emerged, which demonstrate proficiency in handling complex data, and nonlinear relationships. However, the existing framework of neural Granger…

Machine Learning · Computer Science 2024-05-15 Wanqi Zhou , Shuanghao Bai , Shujian Yu , Qibin Zhao , Badong Chen

Despite their success and widespread adoption, the opaque nature of deep neural networks (DNNs) continues to hinder trust, especially in critical applications. Current interpretability solutions often yield inconsistent or oversimplified…

Machine Learning · Computer Science 2024-10-10 Alec F. Diallo , Vaishak Belle , Paul Patras

A central question in neuroscience is how self-organizing dynamic interactions in the brain emerge on their relatively static structural backbone. Due to the complexity of spatial and temporal dependencies between different brain areas,…

Neurons and Cognition · Quantitative Biology 2020-10-15 Simon Wein , Wilhelm Malloni , Ana Maria Tomé , Sebastian M. Frank , Gina-Isabelle Henze , Stefan Wüst , Mark W. Greenlee , Elmar W. Lang

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

A common theme in causal inference is learning causal relationships between observed variables, also known as causal discovery. This is usually a daunting task, given the large number of candidate causal graphs and the combinatorial nature…

Machine Learning · Statistics 2022-10-11 Romain Lopez , Jan-Christian Hütter , Jonathan K. Pritchard , Aviv Regev