This study faces the problem of causal inference in multivariate dynamic processes, with specific regard to the detection of instantaneous and time-lagged directed interactions. We point out the limitations of the traditional Granger causality analysis, showing that it leads to false detection of causality when instantaneous and time-lagged effects coexist in the process structure. Then, we propose an improved algorithm for causal inference that combines the Granger framework with the approach proposed by Pearl for the study of causality among multiple random variables. This new approach is compared with the traditional one in theoretical and simulated examples of interacting processes, showing its ability to retrieve the correct structure ...
The notion of Granger causality between two time series examines if the prediction of one series cou...
The patterns of Granger causality (GC) between heart period (HP), mean arterial pressure (AP) and ce...
The Partial Directed Coherence (PDC) and its generalized formulation (gPDC) are popular tools for in...
This study faces the problem of causal inference in multivariate dynamic processes, with specific re...
Granger causality (GC) is a very popular tool for assessing the presence of directional interactions...
Granger causality (GC) is a very popular tool for assessing the presence of directional interactions...
Assessing Granger causality (GC) intended as the influence, in terms of reduction of variance of sur...
We present an approach for the quantification of directional relations in multiple time series exhib...
Assessing Granger causality (GC) intended as the influence, in terms of reduction of variance of sur...
A widely agreed upon definition of time series causality inference, established in the sem-inal 1969...
This paper deals with the assessment of frequency domain causality in multivariate (MV) time series ...
This paper deals with the assessment of frequency domain causality in multivariate (MV) time series ...
Heart rate variability is the result of several physiological regulation mechanisms, including cardi...
Heart rate variability is the result of several physiological regulation mechanisms, including cardi...
The complexity of the short-term cardiovascular control prompts for the introduction of multivariate...
The notion of Granger causality between two time series examines if the prediction of one series cou...
The patterns of Granger causality (GC) between heart period (HP), mean arterial pressure (AP) and ce...
The Partial Directed Coherence (PDC) and its generalized formulation (gPDC) are popular tools for in...
This study faces the problem of causal inference in multivariate dynamic processes, with specific re...
Granger causality (GC) is a very popular tool for assessing the presence of directional interactions...
Granger causality (GC) is a very popular tool for assessing the presence of directional interactions...
Assessing Granger causality (GC) intended as the influence, in terms of reduction of variance of sur...
We present an approach for the quantification of directional relations in multiple time series exhib...
Assessing Granger causality (GC) intended as the influence, in terms of reduction of variance of sur...
A widely agreed upon definition of time series causality inference, established in the sem-inal 1969...
This paper deals with the assessment of frequency domain causality in multivariate (MV) time series ...
This paper deals with the assessment of frequency domain causality in multivariate (MV) time series ...
Heart rate variability is the result of several physiological regulation mechanisms, including cardi...
Heart rate variability is the result of several physiological regulation mechanisms, including cardi...
The complexity of the short-term cardiovascular control prompts for the introduction of multivariate...
The notion of Granger causality between two time series examines if the prediction of one series cou...
The patterns of Granger causality (GC) between heart period (HP), mean arterial pressure (AP) and ce...
The Partial Directed Coherence (PDC) and its generalized formulation (gPDC) are popular tools for in...