منابع مشابه
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...
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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...
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In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well established, multiscale analysis of directed interactions has never been formaliz...
متن کاملGranger causality and Atlantic hurricanes
Atlantic tropical cyclones have been getting stronger recently with a trend that is related to an increase in the late summer/early fall sea-surface temperature over the North Atlantic. Some studies attribute the increasing ocean warmth and hurricane intensity to a natural climate fluctuation, known as the Atlantic Multidecadal Oscillation; others suggest that climate change related to anthropo...
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The paper focuses on establishing causation in regression analysis in observational settings. Simple static regression analysis cannot establish causality in the absence of a priori theory on possible causal mechanisms or controlled and randomized experiments. However, two regression based econometric techniques – instrumental variables and Granger causality can be used to test for causality gi...
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ژورنال
عنوان ژورنال: Politica
سال: 2014
ISSN: 2246-042X,0105-0710
DOI: 10.7146/politica.v46i1.69763