The Causality Workbench project is an environment to test causal discovery algorithms. Via a web portal (http://clopinet.com/causality), it provides a number of resources, includi...
Isabelle Guyon, Alexander Satnikov, Constantin F. ...
A widely agreed upon definition of time series causality inference, established in the seminal 1969 article of Clive Granger (1969), is based on the relative ability of the histor...
Temporal causal modeling has been a highly active research area in the last few decades. Temporal or time series data arises in a wide array of application domains ranging from med...
As a causality criterion we propose the conditional relative entropy. The relationship with information theoretic functionals mutual information and entropy is established. The con...
Gert Van Dijck, Jo Van Vaerenbergh, Marc M. Van Hu...
Vector autoregressive (VAR) modelling is one of the most popular approaches in multivariate time series analysis. The parameters interpretation is simple, and provide an intuitive...