Granger causality in wall-bounded turbulence

Wall-bounded turbulence

Granger causality

Granger causality is a statistical concept of causality that is based on prediction. According to Granger causality, if a signal X1 "Granger-causes" (or "G-causes") a signal X2, then past values of X1 should contain information that helps predict X2 above and beyond the information contained in past values of X2 alone. Its mathematical formulation is based on linear regression modeling of stoch...

Coherent structures in wall-bounded turbulence.

The inherent difficulty of understanding turbulence has led to researchers attacking the topic in many different ways over the years of turbulence research. Some approaches have been more successful than others, but most only deal with part of the problem. One approach that has seen reasonable success (or at least popularity) is that of attempting to deconstruct the complex and disorganised tur...

Granger causality revisited

This technical paper offers a critical re-evaluation of (spectral) Granger causality measures in the analysis of biological timeseries. Using realistic (neural mass) models of coupled neuronal dynamics, we evaluate the robustness of parametric and nonparametric Granger causality. Starting from a broad class of generative (state-space) models of neuronal dynamics, we show how their Volterra kern...

Causality, Conditional Exogeneity, and Granger Causality

We relate notions of structural causality and conditional exogeneity as de…ned in White and Chalak (2006) (WC) to the concept of Granger causality. We show that given conditional exogeneity, structural non-causality implies retrospective Granger non-causality, an extension of the classical Granger (1969) non-causality condition. We also provide a form of converse to this result and tests for re...