A Parsimonious Granger Causality Formulation for Capturing Arbitrarily Long Multivariate Associations
نویسندگان
چکیده
منابع مشابه
Granger-causality graphs for multivariate time series
In this paper, we discuss the properties of mixed graphs which visualize causal relationships between the components of multivariate time series. In these Granger-causality graphs, the vertices, representing the components of the time series, are connected by arrows according to the Granger-causality relations between the variables whereas lines correspond to contemporaneous conditional associa...
متن کاملMultivariate Granger causality analysis of fMRI data.
This article describes the combination of multivariate Granger causality analysis, temporal down-sampling of fMRI time series, and graph theoretic concepts for investigating causal brain networks and their dynamics. As a demonstration, this approach was applied to analyze epoch-to-epoch changes in a hand-gripping, muscle fatigue experiment. Causal influences between the activated regions were a...
متن کاملMultivariate Granger causality and generalized variance.
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. However, interactions do not necessarily take place between s...
متن کاملMultivariate 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 the univariate setting, much less is known for the multivariate case. In this paper we propose multivariate out-of-sample tests for Granger causality. The performance of the out-of-sample tests is measured by a simulatio...
متن کاملA Multivariate Granger Causality Concept towards Full Brain Functional Connectivity.
Detecting changes of spatially high-resolution functional connectivity patterns in the brain is crucial for improving the fundamental understanding of brain function in both health and disease, yet still poses one of the biggest challenges in computational neuroscience. Currently, classical multivariate Granger Causality analyses of directed interactions between single process components in cou...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Entropy
سال: 2019
ISSN: 1099-4300
DOI: 10.3390/e21070629