JMLR
2010
12 years 11 months ago
2010
We recently proposed a new measure, termed Phase Slope Index (PSI), It estimates the causal direction of interactions robustly with respect to instantaneous mixtures of independen...
JMLR
2010
12 years 11 months ago
2010
In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal struc...
JMLR
2011
12 years 11 months ago
2011
The causal notions embodied in the concept of Granger causality have been argued to belong to a different category than those of Judea Pearl’s Causal Model, and so far their re...
MCS
2008
Springer
13 years 4 months ago
2008
Springer
In this paper, we consider the role of "leads" of the first difference of integrated variables in the dynamic OLS estimation of cointegrating regression models. Specific...
CSDA
2007
13 years 4 months ago
2007
A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in th...
BMCBI
2010
13 years 4 months ago
2010
Background: Time-course microarray experiments can produce useful data which can help in understanding the underlying dynamics of the system. Clustering is an important stage in m...
ESANN
2007
13 years 6 months ago
2007
Since perceptual and motor processes in the brain are the result of interactions between neurons, layers and areas, a lot of attention has been directed towards the development of...
ESANN
2007
13 years 6 months ago
2007
A recently proposed nonlinear extension of Granger causality is used to map the dynamics of a neural population onto a graph, whose community structure characterizes the collective...