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This paper presents a method to identify causal interactions between two time series. The largest eigenvalue follows a Tracy-Widom distribution, derived from a Coulomb gas model. This defines causal interactions as the pushing and pulling…

Portfolio Management · Quantitative Finance 2025-11-19 Alejandro Rodriguez Dominguez , Om Hari Yadav

Granger causality (GC), a popular statistical method for the inference of directional influences between time series measured from a complex network, is sensitive to high-order (non-pairwise) interactions which fundamentally shape the…

The dependencies of the lagged (Pearson) correlation function on the coefficients of multivariate autoregressive models are interpreted in the framework of time series graphs. Time series graphs are related to the concept of Granger…

Statistics Theory · Mathematics 2013-10-22 Jakob Runge

A notion of delegated causality is introduced. This subtle kind of causality is dual to interventional causality. Delegated causality elucidates the causal role of dynamical systems at the "edge of chaos", explicates evident cases of…

Adaptation and Self-Organizing Systems · Physics 2018-09-06 Raimundas Vidunas

Relational event data, which consist of events involving pairs of actors over time, are now commonly available at the finest of temporal resolutions. Existing continuous-time methods for modeling such data are based on point processes and…

Methodology · Statistics 2018-06-21 Wesley Lee , Bailey K. Fosdick , Tyler H. McCormick

Human communication, the essence of collective social phenomena ranging from small-scale organizations to worldwide online platforms, features intense reciprocal interactions between members in order to achieve stability, cohesion, and…

Successful teamwork depends on interpersonal dynamics, the ways in which individuals coordinate, influence, and adapt to one another over time. Existing measures of interpersonal dynamics, such as CRQA, correlation, Granger causality, and…

Multiagent Systems · Computer Science 2025-09-23 Andrew Jun Lee , Grace Qiyuan Miao , Rick Dale , Alexia Galati , Hongjing Lu

This paper considers how to classify the effects of interventions in causal models for outcomes and exposures observed over time. First, we demonstrate the limitations of the most common uses of potential outcomes and causal directed…

Methodology · Statistics 2026-05-29 Russell Steele , Naftali Weinberger , Tess Baker , Ian Shrier

We analyze the synchronous firings of the salamander ganglion cells from the perspective of the complex network viewpoint where the network's links reflect the correlated behavior of firings. We study the time-aggregated properties of the…

Biological Physics · Physics 2009-05-20 Błażej Ruszczycki , Zhenyuan Zhao , Neil F. Johnson

Collective motions emerging from the interaction of autonomous mobile individuals play a key role in many phenomena, from the growth of bacterial colonies to the coordination of robotic swarms. For these collective behaviours to take hold,…

Biological Physics · Physics 2016-02-03 Mite Mijalkov , Austin McDaniel , Jan Wehr , Giovanni Volpe

Physicists are starting to work in areas where noisy signal analysis is required. In these fields, such as Economics, Neuroscience, and Physics, the notion of causality should be interpreted as a statistical measure. We introduce to the lay…

This paper proposes models of learning process in teams of individuals who collectively execute a sequence of tasks and whose actions are determined by individual skill levels and networks of interpersonal appraisals and influence. The…

Social and Information Networks · Computer Science 2016-10-03 Wenjun Mei , Noah E. Friedkin , Kyle Lewis , Francesco Bullo

Sharing spectrum with a communicating incumbent user (IU) network requires avoiding interference to IU receivers. But since receivers are passive when in the receive mode and cannot be detected, the network topology can be used to predict…

Networking and Internet Architecture · Computer Science 2018-03-14 Mihir Laghate , Danijela Cabric

Time perception - how humans and animals perceive the passage of time - forms the basis for important cognitive skills such as decision-making, planning, and communication. In this work, we propose a framework for examining the mechanisms…

Systems and Control · Electrical Eng. & Systems 2023-11-08 Inês Lourenço , Robert Mattila , Rodrigo Ventura , Bo Wahlberg

Clustering is an unsupervised learning technique that is useful when working with a large volume of unlabeled data. Complex dynamical systems in real life often entail data streaming from a large number of sources. Although it is desirable…

Machine Learning · Computer Science 2021-05-20 Sin Yong Tan , Homagni Saha , Margarite Jacoby , Gregor P. Henze , Soumik Sarkar

Time delay is ubiquitous in many experimental and real-world situations. It is often unclear whether time delay plays a significant role in observed phenomena, and if it does, how long the time lag really is. This would be invaluable…

Data Analysis, Statistics and Probability · Physics 2025-12-10 Robin A. Kopp , Sabine H. L. Klapp , Deepak Gupta

Identifying causality behind complex systems plays a significant role in different domains, such as decision making, policy implementations, and management recommendations. However, existing causality studies on temporal event sequences…

Computer Vision and Pattern Recognition · Computer Science 2022-06-14 Sujia Zhu , Yue Shen , Zihao Zhu , Wang Xia , Baofeng Chang , Ronghua Liang , Guodao Sun

Terms such as leader, mediator, and follower sound equal in the description of a pack of wolves, a street protest crowd, or a business team and have very similar meanings. This indicates the presence of some general law or structure that…

Quantitative Methods · Quantitative Biology 2023-04-13 Kirill Lonhus , Dalibor Stys , Renata Rychtarikova

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

We study synaptically coupled neuronal networks to identify the role of coupling delays in network's synchronized behaviors. We consider a network of excitable, relaxation oscillator neurons where two distinct populations, one excitatory…

Neurons and Cognition · Quantitative Biology 2018-01-01 Hwayeon Ryu , Sue Ann Campbell
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