Results 31 to 40 of about 150,134 (327)
Designing Bivariate Auto-Regressive Timeseries with Controlled Granger Causality
Entropy, 2021 In this manuscript, we analyze a bivariate vector auto-regressive (VAR) model in order to draw the design principle of a timeseries with a controlled statistical inter-relationship.
Shohei Hidaka, Takuma Torii
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Fiber-Centered Granger Causality Analysis [PDF]
, 2011 Granger causality analysis (GCA) has been well-established in the brain imaging field. However, the structural underpinnings and functional dynamics of Granger causality remain unclear. In this paper, we present fiber-centered GCA studies on resting state fMRI and natural stimulus fMRI datasets in order to elucidate the structural substrates and ...
Xiang, Li +4 more
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Space-Time Causality Analysis of Regional Impacts of ENSO on Terrestrial and Oceanic Precipitation
Atmosphere, 2023 Future changes are expected in precipitation under climate change, therefore, changes are projected in the oceanic and terrestrial components. However, it remains poorly elucidated how the El Niño–Southern Oscillation (ENSO) can influence these changes ...
Gleisis Alvarez-Socorro +2 more
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Variable-Lag Granger Causality for Time Series Analysis [PDF]
2019 IEEE International Conference on Data Science and Advanced Analytics (DSAA), 2019 This paper will be appeared in the proceeding of 2019 IEEE International Conference on Data Science and Advanced Analytics (DSAA).
Amornbunchornvej, Chainarong +2 more
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Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis [PDF]
SSRN Electronic Journal, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Davide Pettenuzzo, Halbert White
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Kernel-Granger causality and the analysis of dynamical networks [PDF]
Physical Review E, 2008 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, shares the following features with the bivariate measures: (i) the nonlinearity of the regression model can be ...
MARINAZZO D +2 more
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Analyzing Multiple Nonlinear Time Series with Extended Granger Causality [PDF]
, 2004 Identifying causal relations among simultaneously acquired signals is an important problem in multivariate time series analysis. For linear stochastic systems Granger proposed a simple procedure called the Granger causality to detect such relations.
Arnhold +28 more
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Nonlinear Granger Causality: Guidelines for Multivariate Analysis [PDF]
SSRN Electronic Journal, 2013 SummaryWe propose an extension of the bivariate nonparametric Diks–Panchenko Granger non‐causality test to multivariate settings. We first show that the asymptotic theory for the bivariate test fails to apply to the multivariate case, because the kernel density estimator bias and variance cannot both tend to zero at a sufficiently fast rate.
Diks, C., Wolski, M.
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Energies, 2019 This paper investigates the co-movement and asymmetric interactions between energy and grain prices, based on the evidence from the crude oil and corn markets, the most important energy and grain markets, respectively. Time series analysis indicates that
Zhan-Ming Chen +3 more
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Multivariate Granger Causality and Generalized Variance [PDF]
, 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 ...
Adam B. Barrett +11 more
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