Large-scale nonlinear Granger causality for inferring directed dependence from short multivariate time-series data
Abstract A key challenge to gaining insight into complex systems is inferring nonlinear causal directional relations from observational time-series data. Specifically, estimating causal relationships between interacting components in large systems with only short recordings over few temporal observa...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Nature Publishing Group
2021-04-01
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Series: | Scientific Reports |
Online Access: | https://doi.org/10.1038/s41598-021-87316-6 |