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117views more  JMLR 2010»
11 years 3 days ago
Comparison of Granger Causality and Phase Slope Index
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...
Guido Nolte, Andreas Ziehe, Nicole Krämer, Fl...
194views more  JMLR 2010»
11 years 4 days ago
Graphical Gaussian modelling of multivariate time series with latent variables
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...
Michael Eichler
188views more  JMLR 2011»
11 years 9 days ago
Linking Granger Causality and the Pearl Causal Model with Settable Systems
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...
Halbert White, Karim Chalak, Xun Lu
11 years 5 months ago
The role of "leads" in the dynamic OLS estimation of cointegrating regression models
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...
Kazuhiko Hayakawa, Eiji Kurozumi
159views more  CSDA 2007»
11 years 5 months ago
Multivariate out-of-sample tests for Granger causality
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...
Sarah Gelper, Christophe Croux
129views more  BMCBI 2010»
11 years 5 months ago
A temporal precedence based clustering method for gene expression microarray data
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...
Ritesh Krishna, Chang-Tsun Li, Vicky Buchanan-Woll...
11 years 6 months ago
Causality analysis of LFPs in micro-electrode arrays based on mutual information
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...
Nikolay V. Manyakov, Marc M. Van Hulle
11 years 6 months ago
Causality and communities in neural networks
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...
Leonardo Angelini, Daniele Marinazzo, Mario Pellic...