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Granger causality has been employed to investigate causality relations between components of stationary multiple time series. We generalize this concept by developing statistical inference for local Granger causality for multivariate…

统计方法学 · 统计学 2025-08-12 Yan Liu , Masanobu Taniguchi , Hernando Ombao

Unentangled wormlike micelle solutions relax stress through a dynamic interplay of reversible scission and intrachain relaxation involving a hierarchy of molecular timescales whose relationship to linear viscoelastic response remains…

软凝聚态物质 · 物理学 2026-04-24 Avishek Kumar , Rico F Tabor , P. Sunthar , J. Ravi Prakash

Modelling time-varying and frequency-specific relationships between two brain signals is becoming an essential methodological tool to answer heoretical questions in experimental neuroscience. In this article, we propose to estimate a…

统计方法学 · 统计学 2018-04-16 Sezen Cekic , Didier Grandjean , Olivier Renaud

We propose a method of analysis of dynamical networks based on a recent measure of Granger causality between time series, based on kernel methods. The generalization of kernel Granger causality to the multivariate case, here presented,…

无序系统与神经网络 · 物理学 2009-11-13 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological…

应用统计 · 统计学 2016-09-08 Lionel Barnett , Anil K. Seth

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…

统计方法学 · 统计学 2020-11-04 Angeliki Papana , Elsa Siggiridou , Dimitris Kugiumtzis

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…

无序系统与神经网络 · 物理学 2009-11-13 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

We report direct measurements of spatially resolved surface stresses of a dense suspension during large amplitude oscillatory shear (LAOS) in the discontinuous shear thickening regime using boundary stress microscopy. Consistent with…

软凝聚态物质 · 物理学 2020-10-29 Vikram Rathee , Daniel L. Blair , Jeffrey S. Urbach

Concepts of Granger causality (GC) and Granger autonomy (GA) are central to assess the dynamics of coupled physiologic processes. While causality measures have been already proposed and applied in time and frequency domains, measures…

信号处理 · 电气工程与系统科学 2023-07-20 Laura Sparacino , Yuri Antonacci , Chiara Barà , Angela Valenti , Alberto Porta , Luca Faes

Granger causality (GC) is often considered not an actual form of causality. Still, it is arguably the most widely used method to assess the predictability of a time series from another one. Granger causality has been widely used in many…

机器学习 · 计算机科学 2023-07-21 Víctor Elvira , Émilie Chouzenoux , Jordi Cerdà , Gustau Camps-Valls

It is often useful in multivariate time series analysis to determine statistical causal relations between different time series. Granger causality is a fundamental measure for this purpose. Yet the traditional pairwise approach to Granger…

神经元与认知 · 定量生物学 2007-05-23 Yonghong Chen , Steven L. Bressler , Mingzhou Ding

Granger causality is among the widely used data-driven approaches for causal analysis of time series data with applications in various areas including economics, molecular biology, and neuroscience. Two of the main challenges of this…

统计方法学 · 统计学 2023-07-19 Proloy Das , Behtash Babadi

Learning Granger causality for general point processes is a very challenging task. In this paper, we propose an effective method, learning Granger causality, for a special but significant type of point processes --- Hawkes process. We…

机器学习 · 计算机科学 2016-06-14 Hongteng Xu , Mehrdad Farajtabar , Hongyuan Zha

Several surfactant molecules self-assemble in solution to form long, cylindrical, flexible wormlike micelles. These micelles can be entangled with each other leading to viscoelastic phases. The rheological properties of such phases are very…

软凝聚态物质 · 物理学 2015-06-24 A. K. Sood , Ranjini Bandyopadhyay , Geetha Basappa

We develop and thoroughly test a stress-controlled, parallel plates shear cell that can be coupled to an optical microscope or a small angle light scattering setup, for simultaneous investigation of the rheological properties and the…

软凝聚态物质 · 物理学 2017-01-04 S. Aime , L. Ramos , J. -M. Fromental , G. Prévot , R. Jelinek , L. Cipelletti

Most of the metrics used for detecting a causal relationship among multiple time series ignore the effects of practical measurement impairments, such as finite sample effects, undersampling and measurement noise. It has been shown that…

统计方法学 · 统计学 2023-04-03 Rahul Devendra , Ribhu Chopra , Kumar Appaiah

We analyze by means of Granger causality the effect of synergy and redundancy in the inference (from time series data) of the information flow between subsystems of a complex network. Whilst we show that fully conditioned Granger causality…

定量方法 · 定量生物学 2015-06-19 Sebastiano Stramaglia , Jesus M. Cortes , Daniele Marinazzo

The rheology of non-colloidal suspensions under cyclic shear is studied numerically. The main findings are a strain amplitude ($\gamma_0$) dependent response in the shear stress and second normal stress difference ($N_2$). Specifically, we…

软凝聚态物质 · 物理学 2023-01-06 Zhouyang Ge , Gwynn J. Elfring

Mechanical rejuvenation and over-aging of glasses is investigated through stochastic simulations of the soft glassy rheology (SGR) model. Strain- and stress-controlled deformation cycles for a wide range of loading conditions are analyzed…

软凝聚态物质 · 物理学 2009-11-13 Mya Warren , Joerg Rottler

Tensile tests were carried out by deforming polycrystalline samples of Al-2.5%Mg alloy at room temperature in a wide range of strain rates where the Portevin-Le Chatelier (PLC) effect was observed. The experimental stress-time series data…

统计力学 · 物理学 2009-11-13 A. Sarkar , Charles L. Webber , P. Barat , P. Mukherjee