A procedure to increase the power of Granger-causal analysis through temporal smoothing
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Neuroscience Methods"
DOI: 10.1016/j.jneumeth.2018.07.010
Abstract: BACKGROUND How the human brain coordinates network activity to support cognition and behavior remains poorly understood. New high-resolution recording modalities facilitate a more detailed understanding of the human brain network. Several approaches have been proposed… read more here.
Keywords: granger; history; power granger; brain ... See more keywords
Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility
Sign Up to like & getrecommendations! Published in 2021 at "Resources Policy"
DOI: 10.1016/j.resourpol.2021.102298
Abstract: Abstract The existing literature on the Granger causality between various commodity sector (energy, agriculture, and precious metals) indices remains limited in several aspects such as the long length of the sample period, time-variation in the… read more here.
Keywords: precious metals; time; granger; volatility ... See more keywords
Efficient Reconstruction of Granger-Causal Networks in Linear Multivariable Dynamical Processes
Sign Up to like & getrecommendations! Published in 2019 at "Industrial & Engineering Chemistry Research"
DOI: 10.1021/acs.iecr.8b06109
Abstract: Multivariable dynamical processes are characterized by complex cause and effect relationships among variables. Reconstruction of these causal connections from data, especially based on the concept of Granger causality (GC), has attracted significant attention in process… read more here.
Keywords: reconstruction; multivariable dynamical; granger; causal ... See more keywords
Granger causality using Jacobian in neural networks.
Sign Up to like & getrecommendations! Published in 2023 at "Chaos"
DOI: 10.1063/5.0106666
Abstract: Granger causality is a commonly used method for uncovering information flow and dependencies in a time series. Here, we introduce JGC (Jacobian Granger causality), a neural network-based approach to Granger causality using the Jacobian as… read more here.
Keywords: using jacobian; granger; causality using; granger causal ... See more keywords
Multiscale Bayesian state-space model for Granger causality analysis of brain signal
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Applied Statistics"
DOI: 10.1080/02664763.2018.1455814
Abstract: ABSTRACT Modelling time-varying and frequency-specific relationships between two brain signals is becoming an essential methodological tool to answer theoretical questions in experimental neuroscience. In this article, we propose to estimate a frequency Granger causality statistic… read more here.
Keywords: granger; granger causality; model; bayesian state ... See more keywords
Study on the short-term and long-term Granger causality relationship between China’s domestic and imported timber prices
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Forest Research"
DOI: 10.1080/13416979.2019.1609743
Abstract: ABSTRACT This study aims at finding out how China’s domestic and international timber markets interact with each other. Wald–Granger causality test, Geweke causality test and spectral Granger causality test were adopted to analyse daily data… read more here.
Keywords: domestic imported; granger; granger causality; timber ... See more keywords
Tourism development and economic growth: a panel Granger causality analysis in the frequency domain
Sign Up to like & getrecommendations! Published in 2017 at "Current Issues in Tourism"
DOI: 10.1080/13683500.2015.1073231
Abstract: In this paper, we test the causal relationship between economic growth and tourism development in the 1995–2012 period using recently developed panel Granger causality tests that allow for country-level heterogeneity, thus leading to more accurate… read more here.
Keywords: tourism; economic growth; granger; causality ... See more keywords
Granger-causal testing for irregularly sampled time series with application to nitrogen signalling in Arabidopsis
Sign Up to like & getrecommendations! Published in 2021 at "Bioinformatics"
DOI: 10.1093/bioinformatics/btab126
Abstract: Abstract Motivation Identification of system-wide causal relationships can contribute to our understanding of long-distance, intercellular signalling in biological organisms. Dynamic transcriptome analysis holds great potential to uncover coordinated biological processes between organs. However, many existing… read more here.
Keywords: granger; time series; time; causal ... See more keywords
Revealing the intrinsic X-ray reverberation lags in IRAS 13224–3809 through the Granger causality test
Sign Up to like & getrecommendations! Published in 2023 at "Monthly Notices of the Royal Astronomical Society"
DOI: 10.1093/mnras/stad1416
Abstract: The Granger causality is an econometric test for determining whether one time series is useful for forecasting another one with a certain Granger lag. Here, the light curves in the 0.3–1 keV (reflection dominated, soft) and… read more here.
Keywords: iras 13224; granger; granger lags; reverberation lags ... See more keywords
Granger Causality of the Electroencephalogram Reveals Abrupt Global Loss of Cortical Information Flow during Propofol-induced Loss of Responsiveness
Sign Up to like & getrecommendations! Published in 2020 at "Anesthesiology"
DOI: 10.1097/aln.0000000000003398
Abstract: Background: It is a commonly held view that information flow between widely separated regions of the cerebral cortex is a necessary component in the generation of wakefulness (also termed “connected” consciousness). This study therefore hypothesized… read more here.
Keywords: information flow; granger; loss; connectivity ... See more keywords