Results 271 to 280 of about 35,628 (301)

Blockwise Granger causality and blockwise new causality

2015 Seventh International Conference on Advanced Computational Intelligence (ICACI), 2015
Multivariate blockwise Granger causality (BGC) is used to reflect causal interactions among blocks of multivariate time series. Especially, spectral BGC and conditional spectral BGC is used to disclose blockwise causal flow among different brain areas in variant frequencies.
Xinxin Jia, Sanqing Hu, Jianhai Zhang, Wanzeng Kong   +3 more
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Granger Causality for Heterogeneous Processes

2019
Discovery of temporal structures and finding causal interactions among time series have recently attracted attention of the data mining community. Among various causal notions graphical Granger causality is well-known due to its intuitive interpretation and computational simplicity.
Sahar Behzadi, Katerina Hlavácková-Schindler, Claudia Plant   +2 more
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Granger-causality maps of diffusion processes

Physical Review E, 2016
Granger causality is a statistical concept devised to reconstruct and quantify predictive information flow between stochastic processes. Although the general concept can be formulated model-free it is often considered in the framework of linear stochastic processes.
Wahl, B., Feudel, U., Hlinka, J. (Jaroslav), Wächter, M., Peinke, J., Freund, J.A.   +5 more
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A Nonlinear Generalization of Spectral Granger Causality

IEEE Transactions on Biomedical Engineering, 2014
Spectral measures of linear Granger causality have been widely applied to study the causal connectivity between time series data in neuroscience, biology, and economics. Traditional Granger causality measures are based on linear autoregressive with exogenous (ARX) inputs models of time series data, which cannot truly reveal nonlinear effects in the ...
Fei He 0002, Hua-Liang Wei, Stephen A. Billings, Ptolemaios G. Sarrigiannis   +3 more
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Granger–Sims Causality

2008
Granger-Sims causality is based on the fundamental axiom that ‘the past and present may cause the future, but the future cannot cause the past’ (Granger, 1980, p. 330). A variable x then is said to cause a variable y if at time t the variable x t helps to predict the variable yt+1 .
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Granger-Causality and Policy Effectiveness

Economica, 1984
It is generally recognized that, if a set of monetary and fiscal policy variables Granger-cause1 real economic variables, this does not imply that alternative deterministic rules for determining the values of these policy instruments will alter the joint density function of the real variables.2 It has, however, also been asserted that (letting X denote
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Granger Causality

2022
Manfred Deistler, Wolfgang Scherrer
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Granger Causality

2012
Gebhard Kirchgässner, Jürgen Wolters, Uwe Hassler   +2 more
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Granger Causality

The Handbook of Economic Methodology is a major multidisciplinary reference work on the developing field of economic methodology.
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Variable-lag Granger Causality and Transfer Entropy for Time Series Analysis

ACM Transactions on Knowledge Discovery From Data, 2021
Chainarong Amornbunchornvej, Elena Zheleva, Tanya Berger-Wolf   +2 more
exaly