Spatio-temporal Granger causality: A new framework
نویسندگان
چکیده
منابع مشابه
Spatio-temporal Granger causality: A new framework
That physiological oscillations of various frequencies are present in fMRI signals is the rule, not the exception. Herein, we propose a novel theoretical framework, spatio-temporal Granger causality, which allows us to more reliably and precisely estimate the Granger causality from experimental datasets possessing time-varying properties caused by physiological oscillations. Within this framewo...
متن کاملGranger 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...
متن کاملGranger Causality’s Shortcomings and New Causality Measure
Granger causality (GC) is one of the most popular measures to reveal causality influence of time series and has been widely applied in economics and neuroscience due to its simplicity and easy implementation. In this paper, we show that GC in time domain cannot correctly determine how strongly one time series influences the other when there is directional causality between two time series, that...
متن کاملGranger 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...
متن کاملCausality, 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...
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: NeuroImage
سال: 2013
ISSN: 1053-8119
DOI: 10.1016/j.neuroimage.2013.04.091