Results 11 to 20 of about 284,614 (340)
Multiscale Granger causality [PDF]
Physical Review E, 2017 In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well-established, multiscale analysis of ...
Faes L. +3 more
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Multivariate Granger causality and generalized variance [PDF]
Physical Review E, 2010 Granger causality analysis is a popular method for inference on directed interactions in complex systems of many variables. A shortcoming of the standard framework for Granger causality is that it only allows for examination of interactions between single (univariate) variables within a system, perhaps conditioned on other variables.
Barrett, Adam B +2 more
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International Journal of Sustainable Development and World Ecology, 2021 With 2.5 global hectares (gha) per capita against 2.7 gha per capita, China’s ecological footprint is desirably below the world’s average ecological footprint per capita.
A. Alola +2 more
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NeuroImage: Clinical, 2022 Highlights • A review of previous abnormal Granger causality studies of major depressive disorder.• Granger causality is an reliable method to explore abnormal causal nodes in the patient's brain.• The thalamus has the potential to be an effective target
Chengxiao Yang +5 more
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PLoS ONE, 2023 The elderly population and economic growth have been a contentious topic among researchers. Regardless of the economic growth rate, the population and its growth have a stimulating influence on economic development.
Thaveesha Jayawardhana +5 more
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Hubungan Antara Perkembangan Sektor Keuangan dengan Volatilitas Ekonomi di Indonesia
Economic Journal of Emerging Markets, 2009 The study is conducted to analyze the causal relationship between financial sector development and economic volatility in Indonesia during the period of 1983.2-2000.4. The study uses three kinds of variables as proxies to the financial sector development.
Romi Mulyadi H.
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Variable-lag Granger Causality and Transfer Entropy for Time Series Analysis [PDF]
ACM Transactions on Knowledge Discovery from Data, 2020 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 the effect time
Chainarong Amornbunchornvej +2 more
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Detecting Climate Teleconnections With Granger Causality [PDF]
Geophysical Research Letters, 2020 Climate system teleconnections are crucial for improving climate predictability, but difficult to quantify. Standard approaches to identify teleconnections are often based on correlations between time series.
F. N. Silva +7 more
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New considerations on the validity of the Wiener-Granger causality test
Heliyon, 2020 The Wiener-Granger causality test is used to predict future experimental results from past observations in a purely mathematical way. For instance, in many scientific papers this test has been used to study the causality relations in the case of neuronal
Greta Grassmann
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Heliyon, 2022 This study aims to investigate the co-movement and Granger causality between Bitcoin prices (BTC) and M2 (cash, demand, and time deposits), inflation, and economic policy uncertainty (EPU) in the U.K. and Japan.
Provash Kumer Sarker, Lei Wang
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