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Towards a framework for observational causality from time series: when Shannon meets Turing

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A tensor based formalism is proposed for inferring causal structures. This formalism enables us to determine the directionality of relations within a complex network. It furthermore allows us to differentiate… Click to show full abstract

A tensor based formalism is proposed for inferring causal structures. This formalism enables us to determine the directionality of relations within a complex network. It furthermore allows us to differentiate between direct and indirect associations in the case of noisy data. Using this framework a Data Processing Inequality is proved to exist for Transfer Entropy. Once a causal graph has been inferred, the formalism enables simulating the behavior of the network.

Keywords: observational causality; time series; towards framework; causality time; framework observational; series shannon

Journal Title: Entropy
Year Published: 2020

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